The last Tsar, Nicholas II, was a first cousin once removed of Grand Duke Nikolai (known as Nikolasha), who owned and hunted from the Pershino Estate. Nicholas II's grandfather, Tsar Alexander II, was the brother of Grand Duke Nikolai's father. The simplified family tree below shows the relationship which is sometimes mistakenly referred to as one of nephew/(great)/uncle.
Grand Duke Nikolai and his brother Grand Duke Peter married the Montenegro sisters Princess Anastasia and Princess Milica. There were no children from the marriage of Grand Duke Nikolai.
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