 His father, Prince Constantin Bagration-Mukhransky (1889–1915), a member of the Mukhrani branch of the Bagrationi family, formerly a royal dynasty of Georgia, was an Imperial Russian Army officer and was killed in World War I. Teymuraz's mother, Princess Tatiana Constantinovna of Russia (1890–1979) was a member of the imperial Romanov dynasty of Russia.Teymuraz Bagration left Russia after the 1917 Revolution, first living in Switzerland and then settling in Yugoslavia.Prince Bagration graduated in 1932 from the Krymskiy Cadet School and then studied at the Yugoslav Military Academy.