The Duchy of Courland and Semigallia was a duchy in the Baltic region . It existed from 1562 through 1795 . The Duchy of Courland and Semigallia is the name of a duchy in the Baltic region that existed from 1562 to 1569 as a vassal state of the Grand Duchy of Lithuania and from 1569 the Polish-Lithuanian Commonwealth , but on March 28 , 1795 , it was annexed by the Russian Empire in the third Partition of Poland .