Alexander Arthur Alfonso David Maule Ramsay of Mar, DL was the only child of Princess Patricia of Connaught, who renounced her royal title and style when she married then-Captain the Hon. Alexander Ramsay in February 1919. His mother was the youngest child of Prince Arthur, Duke of Connaught, the third son of Queen Victoria and Prince Albert. His father was the third son of John Ramsay, 13th Earl of Dalhousie. Through the marriage of his maternal aunt, Princess Margaret of Connaught, to the Swedish prince who later became King Gustav VI Adolf of Sweden, his first cousins included Prince Gustaf Adolf, Duke of Västerbotten, whose son later became King Carl XVI Gustaf of Sweden; and Princess Ingrid of Sweden, who later became Queen of Denmark after marrying the Danish prince who later became King Frederik IX of Denmark.