Alexander Nicholayevitch Romanoff was born on 1881 in Yalta, Russia to the second cousin of Czar Nicholas Romanoff and an Afghan princess. After his mother's attempts to poison her husband due to his multiple affairs, they divorced, leaving their son and two other children to their maternal grandparents. At the age of 12, he was sent to Eton and then to Oxford University to be educated. Although he was born Russian Orthodox, he was raised as a Muslim by his grandparents. Later, he would consider himself Roman Catholic.

Upon his graduation, he joined the British Army, and rose to rank of acting colonel during his 17-year military career. He served in India, Afghanistan, Tibet, Africa, China and Turkey. He served the British-Indian army in India, and was also a colonel in a cavalry regiment for one year in the Turkish army as a British spy. He mostly spent the time in the military as a spy because of his wide knowledge of Oriental and Middle Eastern customs and religions. He traveled widely in Russia, Europe, Africa, the Middle-East, and China and spoke many languages and dialects. He was made a British citizen by an act of Parliament, and convicted by the Germans during the First World War for being a spy.

In the early 1910s, he emigrated to the United States and eventually became a successful, well-paid writer, playwright and later on, a Hollywood screenwriter. At the time, he became the only British subject to receive membership in the French Academy and he also got a doctorate from the College of El-Azar, Cairo in Koranic Studies.

Romanoff was married at least three times: to Irene Bainbridge, Jean Wick, and Rosemary A. Dolan. He was the father of 2 daughters with Irene Bainbridge, Phyllis Abdullah (who died in childhood) and Pamelia Susan Abdullah Brower.

In January 1945, Romanoff was admitted to Columbia Presbyterian Medical Center and a few months later, on May 12, his birthday, he died.