Alix found herself pregnant once again in the autumn of 1900. It was not the best of times, Nicky laid terribly ill with typhoid fever. Thought to be near death the question of succession now weighed heavily on the Imperial Couple's minds. Though she had given birth to three charming girls, the Empress had yet to fulfill her one true duty, to provide the Emperor's Heir. On the insistence of a French Soul Doctor named Phillipe, Alix was convinced that the child she carried was a boy. In the early summer of 1901 the family was on schedule with their travels, and were living in Peterhof. Here one of the most famous names in history was born.

At about 3 o'clock in the morning, Alix started to have strong pains. At 4 o'clock I got up, went to my room and dressed. At exactly 6 o'clock in the morning a little daughter -Anastasia- was born. Everything went off splendidly, quite quickly and thank God without complications! Thanks to the fact that it all began and ended while everyone was still asleep, we both had a feeling of calm and solitude! After that I sat down to write telegrams to relatives and friends in various parts of the world. At 11 o'clock Yanyshev said prayers. At 3 o'clock there was a Te Deum at our church. Mama arrived from Gatchina. Went for a short walk. After tea, Mama left. Luckily Alix felt quite cheerful. The little one weighs 11½ pounds and measures 55 centimeters. Went to bed early.
~Nicky's Diary, Peterhof, 5 June~

 

Alix feels splendid - but my God! What a disappointment! ... a fourth girl! They have named her Anastasia. Mama sent me a telegram about it, and writes, "Alix has again given birth to a daughter!"
~Xenia's Diary, Sevastopol, 5 June~

The new born Grand Duchess Anastasia entered this world at 6 in the morning, the birth was normal and lasted three hours, the baby is quite big. Forgive us Lord, if we all felt disappointment instead of joy; we were so hoping for a boy, and it's a fourthdaughter.
~KR's Diary, Strelna, 6 June~

Just as Olga and Tatiana were tenderly devoted to each other, Maria and Anastasia were best friends beyond compare. Since she was a toddler Nastas used her influence over Marie's good nature. The youngest's dominant personality shone through and grasped Mashka. Their room in Tsarskoe Selo just happened to be directly above the Empress's reception room. Both girls would wait, quietly listening, until the Empress brought in a guest, then, they blasted their phonograph as loud as the music would play. They bounced on their camp beds and all over the floor, dancing and shrieking, and generally just making as much noise as possible.

Anastasia was fearless and courageous, always full of energy. She was naturally an actress and played her audience with ease. In many ways Shvibz was like her Grandmama the Empress Mother. Both were, as children, lively and mischievous.

Being the fourth daughter, it was natural to feel lost in the shuffle, so she developed her own sarcastic humour that gave her the attention she desired. She was the clown, always able to make others laugh and was notorious for her mischief. Ana once hid underneath the table once at a State Dinner Party, only to be escorted out and scolded by her father. It didn't matter to her who was in audience, Shvibz made faces and pulled pranks with the best of them. Usually it was the Tsar coming to get his daughter out of trouble..

She was an admirable mimic and quickly picked up the weaknesses of those around her. Those in her company had to always be prepared for her questions, which sprang to her mind the instant her curiosity was aroused. One was never sure what to expect in Anastasia Nicolaievna's presence. When she laughed she would never make direct eye contact with the subject of her laughter, instead she would peer out of the corner of her deeply set blue eyes.

My favorite goddaughter was she indeed! I liked her fearlessness. She never whimpered or cried, even when hurt. She was a fearful tomboy. Goodness only knows which of the young cousins had taught her how to climb trees, but climb them she did, even when she was quite small. It was not generally known that she had a weak back and the doctors ordered massage. Anastasia or "Shvibzik," as I used to call her, hated what she labeled "fuss." A hospital nurse, Tatiana Gromova, used to come to the palace twice a week, and my naughty little niece would hide in a cupboard or under her bed, just to put off the massage by another five minutes or so. I suppose the doctors were right about the defective muscle, but nobody, seeing Anastasia at play, would have believed it, so quick and energetic was she. And what a bundle of mischief!

But she was a Shvibzik indeed. As she grew older, she developed a gift for mimicy. Ladies who came to see my sister-in-law never knew that somewhere unseen in the background, their Empress's youngest daughter was watching every movement of theirs, every peculiarity, and later it would all come out when we were by ourselves. That art of Anastasia's was not really encouraged, but oh the fun we had when we heard duplicated the fat Countess Kutuzova, one of my mother's ladies-in-waiting, complaining of a heart attack brought on by the appearance of a mouse. Very naughty of Anastasia, but she was certainly brilliant at it!
~Olga Alexandrovna's Memoirs~

This one, also nicknamed Malenkaya (Little One) by her father, was proud, stubborn, and had a particular weak spot in her height. She was a tomboy who rarely cried. Once her Aunt Olga slapped her across the face as Ana was teasing so harshly. Shvibz turned bright red, but she ran silently out of the room. One day her jokes went too far, she rolled a stone up into a snowball and threw it at her sister Tatiana. The snowball hit Tanya in the face, and the shocked Grand Duchess fell to the ground. Tears finally sprang from Nastasia's eyes, and a hard lesson on thinking before acting was learned that day.

Anastasia was very roguish and almost a wag. She had a strong sense of humour and the darts of her wit often found sensitive spots. She was rather an enfant terrible, although this fault tended to correct itself with age. She was extremely idle, though with the idleness of a gifted child. Her French accent was excellent, and she acted scenes from comedy with remarkable talent. She was so lively, and her gaiety so infectious, that several members of the suite had fallen into the way of calling her 'Sunshine,' the nickname her mother had been given at the English Court.
~Pierre Gilliard's Memoirs~

The imperial party arrived a few moments after we had taken our seats - the Empress Mother, the Grand Duchess Maria Pavlovna, and trooping after her, not only the two older daughters, Olga and Tatiana, but the younger pair, Maria and Anastasia. It was the first time I had seen any of the four. The two older ones were in simple white, each with a single string of small pearls, and with their heavy dark hair hanging over their shoulders looked very girlish and sweet. Olga carried a little bunch of violets, and Maria and the ten-year-old Anastasia had boxes of silver-wrapped chocolates. The two ladies bowed to us and Anastasia sat down nearest me and gave me a demure little smile as she set her box of chocolates on the railing between us. I went in to my seat before the bell, and in the box a curious thing happened which has a particular niche in my memory gallery. The imperial party had retired to a reception room in the ream for the intermission, and the Empress Mother and the Grand Duchess Maria Pavlovna were not yet in evidence, only the two youngest daughters were in the box. Anastasia's chair next to the railing was close to mine. She was not a beautiful child, but there was something frank and winning about her. Her hair was drawn back in a one-sided whorl, perhaps to hide a small scar whose edge I fancied I saw under its dark loop. On the flat railing sat the now depleted box of chocolates and her white gloves were sadly smudged. She shyly held out the box to me, and I took one. Music behind the curtain was playing in a very low key, and she began to hum the air softly to herself. It was a haunting air, with a minor strain suggestive of the Volga Boat Song.

"What is that song you are humming?" I asked.

"Oh," she said, "It is an old song about a little girl who had lost her doll."

The music faded out then, the people were crowding in from the foyer, and she was biting into another chocolate. The white gloves were now quite hopeless.

There were many more songs to come, songs of love and of battle, some sung by the Tsar's own choir from the chapel at Tsarskoe Selo, some by famous prima donnas, all cheered to the echo. But the odd little strain went weaving through them all. When I went to sleep that night it was humming away tantalizingly in my head.
~Hallie Rives recalling her 1911 visit to St. Petersburg~

I have just finished a lesson with Olga Nicolaievna; by myself again, I am expecting her sister Tatiana. The door opens and instead I see a very small girl coming towards me. She is carrying under her arm a big picture-book, which she ceremoniously put down on the table in front of me; then she gives me her hand and says in Russian: "I would like to learn French too." And without waiting for my answer, she climbs on to a chair, kneels on it, opens her book, and asks me, putting her tiny forefinger on a huge elephant: "What's this called in French?" Then I am confronted with a whole succession of lions, tigers, and well, almost all the creatures in the Ark. I join her in the game, very pleased with her great seriousness about this first lesson. Then the door opens again, and this time Tatiana comes in. The little girl, whose finger has just lighted on the boaconstrictor, claps the picture-book shut and jumps up. She holds out her hand to me once more, and in a very low voice says: "I'll come again tomorrow." Then she runs out of the room, clasping the book to her chest.

This was how I first made the acquaintance of Anastasia Nicolaievna, who was then four and a half. I need hardly say that no lesson took place on the next day.

During the following months I saw more and more of her. She would come running into the schoolroom as soon as she knew I was alone, and would tell me all about the important happenings in her life. She had a child's picturesque turn of phrase, and the melodious Russian gave her voice a soft, almost wheedling note. Sometimes she even got me to let her sit and listen when I was teaching one of the older girls. She would sit on the carpet for preference, and watch every-thing in devout silence, for she knew that at the first interruption she would be banished from the schoolroom--which at that time she evidently regarded as a sort of forbidden paradise. But these good intentions were seldom strong enough to resist the terrible temptation of making a voyage of discovery under the desk, and such adventures usually ended with a humiliating expulsion from the room, causing a flood of tears.

The years passed, and in 1910 Anastasia became my pupil. She was then eight and a half, and I have seldom seen such zeal for learning in a girl of that age. She had a remarkable memory and made amazingly good progress. It was like a game to her to learn by heart anything she wanted; and as she had an excellent French accent, she recited it very successfully, whether prose or poetry. Grammar, alas, was never her strong point, even in Russian, and disaster occurred when we came to participles. Facing this difficult part of speech, she developed the instinctive fear of a young colt with which one is trying to jump a fence it thinks too high. Again and again I led her up to the obstacle, but every time at the last moment she shied back.

In the autumn of 1913 I was appointed house-tutor to the Tsarevich and moved over into the palace. About this time I noticed that Anastasia's zeal for learning was less and less in evidence; in fact she became distinctly lazy. My colleagues and I were in despair, for till then we had always been very satisfied with her. I tried in vain to fight against the pronounced indifference she showed during the lessons, but it only turned them into tearful scenes without producing any results: right to the end she remained a lazy pupil. This did not in the least spoil our good relations, however, and since I had got to know her as a very little girl, I was on more familiar terms with her than with her sisters. Because of her age she was much closer to her brother, and was far more interested than her elder sisters in his life and even in mine. She would come running into my study just to get a "yes" or "no" in answer to a question she wanted to ask me. Sometimes she came to me with scarlet cheeks, trembling with emotion, to tell me in her comical French about all the little upsets of her life. Often, too, there was great joy she wanted to share with somebody at once and couldn't keep it to herself a moment longer.

Ingenuousness and utter simplicity were the most characteristic qualities of Anastasia Nicolaievna. As a small child she was very mischievous, spotting at once the comical traits in people's characters and afterwards imitating them very skillfully, so that it was irresistibly funny. But as she grew older, this rather irreverent habit became less common.

I never noticed in her the smallest trace of mawkishness or dreamy melancholy, not even at the age when girls fall a prey to such tendencies. She was the imp of the whole house, and the glummest faces would always brighten in her presence, for it was impossible to resist her jokes and nonsense. She was very boisterous, and sometimes a good deal too temperamental. Every impulse, every new sensation was something she immediately had to indulge to the full; she was aflame with life and animation. Even at sixteen she still behaved like a headstrong young foal that has run away from its master. In her play, in her realising her wishes, in her schemes, in everything she did, there was the same impetuousness and youthful enthusiasm - except, alas, in her lessons. I have mentioned that when she was younger this failing caused many scenes. When I rebuked her then, I felt she positively hated me, and her eyes went quite dark; but her rage vanished as quickly as it had come. A quarter of an hour later all was forgotten, and happy smile would appear on her cheeks, where the tears were still drying. She took calmly any punishment she felt was justified, but was deeply injured by any unfairness, and fought against it with every fibre of her being. For all her weaknesses you were bound to love this child, because you could not escape from her irresistible charm, made up of freshness, enjoyment of life, ingenuousness and simplicity.
~Pierre Gilliard's Memoirs~