Grand Duke Michael Mikhailovich was born at Peterhof Palace in St. Petersburg on , the third child and second son of the seven children of Grand Duke Michael Nicolaievich of Russia and his wife, Grand Duchess Olga Feodorovna (born Princess Cecile of Baden) [REF].
Known in the family as Miche-Miche,[REF] he was a year old when, in 1862, the family moved to Tiflis, Georgia on the occasion of his father's being named Viceroy of the Caucasus.