As Prince Henry was the product of a morganatic marriage, he took his style of Prince of Battenberg from his mother, who had been created Princess of Battenberg in her own right. As such, Henry's children would normally have been born with the style "Serene Highness"; however, Queen Victoria had issued a Royal Warrant on 4 December 1886 granting the higher style of "Highness" to all sons and daughters of Prince Henry and Princess Beatrice, thus she was born Her Highness Princess Victoria Eugenie of Battenberg. She was named for her grandmother Victoria and for her godmother Eugénie de Montijo, the Spanish-born French empress who lived in exile in the United Kingdom. To her family, and the British general public, she was known by the last of her names, as Ena.

Victoria Eugenie grew up in Queen Victoria's household, as the British monarch had reluctantly allowed Beatrice to marry on the condition that she remain her mother's full-time companion and personal secretary. Therefore, she spent her childhood at Windsor Castle, Balmoral, and Osborne House on the Isle of Wight. She was a bridesmaid at the wedding of her cousins, the Duke (later King George V) and Duchess of York on 6 July 1893.

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