Dmitri Dmitrievich Zhilinsky was in Denmark to portray Queen Margrethe in the years 1993–1995. The finished portrait was a private gift from the Russian state to the Queen in connection with the marking of the 500th anniversary of the first diplomatic relations in 1493 between Denmark and Russia. Zhilinsky's grandmother's brother, the Russian painter Valentin Serov, had in the late 19th century portrayed Tsar Alexander III of Russia, who was married to Christian IX's daughter, Tsaritsa Maria Feodorovna (Dagmar). The Tsar was in Danish uniform in front of Fredensborg Palace. There were thus two familial angles and reasons for placing Serov's portrait in the background of the Queen's portrait. The finished painting also shows a portrait of the Queen's father, King Frederik IX.

The then Russian ambassador Alexey Obukhov and his wife were good customers of glazier Lars Frese, and in that connection Frese & Sons donated the gold leaf frame for the finished portrait. Therefore, a private dinner was held for Lars Frese and his wife in the Russian ambassador's residence in Hellerup, where Zhilinsky was working on the portrait of the Queen in the nearby garden room.

A total of five prototypes were made, and Zhilinsky gave one to Lars Frese, who has now chosen to put it on auction. The remaining prototypes were presented to the Danish Royal family.