Princess Alexandra of Saxe-Coburg and Gotha, VA, CI, (Alexandra Louise Olga Victoria; 1 September 1878 – 16 April 1942), was the fourth child and third daughter of Alfred, Duke of Saxe-Coburg and Gotha and Grand Duchess Maria Alexandrovna of Russia. She was a granddaughter of Queen Victoria of the United Kingdom as well as of Tsar Alexander II of Russia.

Princess Alexandra was born on 1 September 1878 at Rosenau Castle, Coburg. Her father was the Prince Alfred, Duke of Edinburgh, the second eldest son of Queen Victoria and Prince Albert. Her mother was Grand Duchess Marie Alexandrovna of Russia, a daughter of Alexander II of Russia and Marie of Hesse and by Rhine.

She was baptised on 2 October 1878 at Edinburgh Palace, Coburg, presumably by her mother's chaplain. Her godparents included her maternal uncle Grand Duke Alexei Alexandrovich of Russia.

Nicknamed 'Sandra' by her family, Alexandra spent her childhood first in England and between 1886 and 1889 in Malta, where her father was serving with the Royal Navy. In 1889 the family moved to Coburg, Germany since her father, Alfred, was the heir apparent to the duchy of Saxe-Coburg and Gotha. In 1893, her great-uncle, The Duke of Saxe-Coburg and Gotha (brother of her paternal grandfather, Prince Albert) died without issue. Since Albert was dead, and her uncle, The Prince of Wales had renounced his claim to the ducal throne of Saxe-Coburg-Gotha, the vacant duchy fell to Alexandra's father, the Duke of Edinburgh. Thus, Princess Alexandra was both a British princess and a Princess of Saxe-Coburg-Gotha. She was a bridesmaid at the 1885 wedding of Queen Victoria’s youngest daughter The Princess Beatrice to Prince Henry of Battenberg.

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