More than 400 items are on loan from the State Hermitage museum in St Petersburg, including many that have never been seen in Britain, the Independent reported Thursday.
Among the items on display are Fabergé jewels, court costumes and religious icons. There are also several photos and intimate items illustrating the Romanov family's close ties with the British royal family.
The Romanovs and their five children were killed in 1918 during the Russian Revolution.
The exhibit is scheduled to run until Oct. 30.