Princess Alice was born 25 February 1883 at Windsor Castle. Her father was Prince Leopold, Duke of Albany, the youngest son of Queen Victoria and Albert, Prince Consort. Her mother was Princess Helena of Waldeck and Pyrmont. She had one brother, Prince Charles Edward, Duke of Albany (1884–1954) who was reigning Duke of Saxe-Coburg and Gotha (1900–1918). As the granddaughter of the Sovereign through the male line, she was a Princess of the United Kingdom and a Royal Highness. As the daughter of the Duke of Albany, she was, therefore, styled "Her Royal Highness" Princess Alice of Albany.
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