 He was the fifth son and sixth child of the seven children of Grand Duke Michael Nicolaievich of Russia and his wife Grand Duchess Olga Feodorovna, born Princess Cecile of Baden.Named Sergei after St. Sergius of Radonezh, Grand Duke Sergei Mikhailovich spent his early years in the Caucasus, until 1881 when his family moved to St Petersburg.Raised in strict and militaristic environment, he received little affection from his parents.