Baroness Sophie von Buxhoeveden was born and raised in St. Petersburg, the beautiful daughter of a diplomat who served as the Russian minister to Denmark. She was a charming young socialite when she was chosen in 1904 to serve as lady-in-waiting to Empress Alexandra, wife of Emperor Nicholas II. She became a friend and confidante of the empress and shared many of the imperial family's important activities.
After the Bolshevik Revolution, the baroness was allowed to leave Russia and she went to Denmark, where she was received by the Dowager Empress Maria Feodorovna and the Russian émigré court.
At the personal request of the imperial family, she interviewed Anna Anderson, who claimed to be Grand Duchess Anastasia, but was not convinced of her identity. The baroness later served in the household of the empress's distinguished eldest sister Victoria, Marchioness of Milford Haven, in London. Baroness Buxhoeveden was the author of a biography of Alexandra, The Life and Tragedy of Alexandra Feodorovna, Empress of Russia (1928) and of two volumes of memoirs entitled, Before the Storm and Left Behind: Fourteen Months in Siberia During the Revolution (1929).