The bodies of the Tsar , Tsarina , and three daughters were found in a grave near Yekaterinburg in 1991 ; however , the bodies of Alexei Nikolaevich and one of his sisters ( either Anastasia or Maria ) were not there . The mass grave near Ekaterinburg which held the remains of the Tsar , his wife , and three daughters was revealed in 1991 , but the bodies of Alexei Nikolaevich and one of his sisters â '' either Anastasia or her older sister Maria â '' were not discovered there .