She was baptised as a Lutheran and named after her kinswoman Marie Sophie of Hesse-Kassel, Queen Dowager of Denmark as well as the medieval Danish queen, Dagmar of Bohemia. Her godmother was Queen Caroline Amalie of Denmark. Growing up, she was known by the name Dagmar. Most of her life, she was known as Maria Feodorovna, the name which she took when she converted to Orthodoxy immediately before her 1866 marriage to the future Emperor Alexander III. She was known within her family as "Minnie".