Grand Duchess Kira Kirilovna of Russia was born on 9 May 1909, at her parents' house on Avenue d' Henri Martin in Paris. Named after her father, she was the second child of Kirill Vladimirovich, Grand Duke of Russia and his wife Princess Victoria Melita of Saxe-Coburg and Gotha. Her parents were then living in exile because their marriage had not been approved by Tsar Nicholas II due to the fact that they were first cousins. The Russian Orthodox religion forbids the marriage of two first cousins, so they had been forced to live abroad. In addition, her mother had divorced her former husband, Ernst Ludwig, Grand Duke of Hesse, the brother of the Empress Alexandra Feodorovna

Shortly after Kira's birth, her parents were restored to favor by Tsar Nicholas II and, in May 1910, the family returned to Russia. They settled at the Cavalier's house in Tsarskoye Selo as her father, a Captain in the Russian Navy, was attached to a nearby naval academy. Kira and her elder sister, Maria, had a privileged childhood. They had an English nanny and learned the languages spoken by the Romanovs: Russian, English, French and German.

Kira's early years were spent in luxury at her father's palace on Nikolskaya street in Saint Petersburg where her parents entertained their guest lavishly. There were family outings with her grandmother at the opulent Vladimir Palace and in the summer at the Vladimir villa in Tsarskoye Selo.

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