Michael was born at Anichkov Palace on Nevsky Prospekt in Saint Petersburg as the youngest son and penultimate child of Tsesarevich Alexander of Russia and his wife, Maria Feodorovna (Dagmar of Denmark). His maternal grandparents were King Christian IX of Denmark and Louise of Hesse-Kassel. His paternal grandmother Maria Alexandrovna (Marie of Hesse) died before his second birthday. His paternal grandfather, Emperor Alexander II of Russia, was assassinated on 1 March 1881 and, as a result, Michael's parents became Emperor and Empress of All the Russias before his third birthday. After the assassination, the new Tsar Alexander III moved his family, including Michael, to the greater safety of Gatchina Palace, which was 29 miles southwest of Saint Petersburg and surrounded by a moat.