Russian Orthodox Christians conducted a service in Yekaterinburg, where Bolshevik revolutionaries killed the royal family in 1918, then participated in a procession to Ganina-Yama, where the bodies were dumped in a mineshaft, the BBC reported.
Another service took place in the cathedral in St. Petersburg, where the bodies of the family are buried.
Nicholas, his wife Alexandra, their five children, a doctor and three servants were killed on the night of 16-17 July, 1918.
For most of the 20th century, Czar Nicholas II officially was condemned as a tyrant but after the fall of the communist state, he and his family are revered as saints, the British broadcaster said.
A recent poll in Russia placed Nicholas II in the lead as the greatest hero in Russian history, the BBC said, battling for the top spot with Soviet dictator, Josef Stalin.