Princess Marie Louise was born at Cumberland Lodge, in Windsor Great Park. By birth, she was member of the House of Schleswig-Holstein-Sonderburg-Augustenburg. Her father was Prince Christian of Schleswig-Holstein-Sonderburg-Augustenburg, the third son of Duke Christian of Schleswig-Holstein-Sonderburg-Augustenburg and Countess Louise of Danneskjold-Samsøe. Her mother was Princess Helena of the United Kingdom, the fifth child and third daughter of Queen Victoria and Prince Albert of Saxe-Coburg-Gotha. She was baptized on 18 September 1872. Her godparents were Emperor Franz Joseph of Austria and Queen Marie of Hanover.