Olga, born November 3, 1895, was the oldest daughter of Tsar Nicholas and Empress Alexandra. She was described as "a splendid child, fat and rosy with a full head of hair". Olga was most like her father with chestnut-blonde hair and blue eyes. She was the more thoughtful of her sisters and very intelligent. But she tended to be more difficult and argued with her mother.

Olga along with her sister Tatiana, who was 18 months younger than her, were known in the household as "The Big Pair". They shared a bedroom and were very close to each other.

Olga was given the rank of honorary colonel of her own regiment, the Third Regiment of Elisabethgrad Hussars. As a soldier, she had to ride on horseback, so was expected to perfect her equestrian skills. She would go out regularly to inspect her soldiers.

When World War I started, Olga become more aware of the resentment that the the Russian people had for her family. She and her sister and mother trained as nurses and worked at the hospital treating wounded soldiers. When the family were being held under guard after the Revolution, Olga became more morose and less cheerful. She was almost 23 years old at the time of her death.