In the summer of 1864, she became engaged to the eldest son of Tsar Alexander II of Russia, the tsarevitch Nicholas, who was a handsome, graceful, delicate and well-read young prince. But Nicholas had a weak health and that winter he contracted bronchitis. He was sent to the South of France in ordered to recovered himself, but by Marhc, 1865 he had worsenend. Dagmar came from Denmark to visit his fiance but Nicholas died some days later. The Danish Princess found herself in the compromise of bethroting the new Tsarevitch, Nicholas's brother, Alexander, who was completely opposed his brother. Alexander was a giant with broad shoulders ands slow movements and with a quite rigid mind; nothing to do with his death brother. Dagmar had a great sense of her dynastic duty, and she accepted her engagement to Alexander, without caring about his appearence, because it was convenient for Denmark.
Dagmar's husband became Tsar Alexander III and she herself became Empress of Russia. The center of Alexander's policy was the Autocracy and his father's manifesto that would had lead Russia to a liberal regime, and maybe would have save the country from the Revolution, was never published.
Alexander lived always under a pathetic fear of being murederd like his father, so he, Dagmar and their children lived as in a state of siege, always kept by bodygyards and resguarded by troops, in the Palace of Gatchina, fifty miles away from St. Petersburg. Alexander's reign was anti-Semitist; intolerance, persecutions and reppressions were put in practice agaisnt the Jews. Dagmar, by her side kept away from political matters; her only intervention was the introduction of her Danish anti-German feeling into her husband's court.
At the beginnig of 1894, Alexander's health began to deteriorate. In July, when his daughter Xenia married her cousin Grand Duke Alexander, the Tsar was seriously ill. The doctors diagnosed nephritis. he was sent to Livadia, his palace in the Crimea, to recover, but it was unuseful. Alexander III died on November 1st. that same year. Dagmar behaved magnificiently during the funeral's ceremonial, being supported by her sister the Princess of Wales, by her brother the King of Greece and by her father King Christian. Her inexperienced eledest son was now Emperor Nicholas II and Dagmar became Dowager Empress. A week later Nicholas married Princess Alix of Hesse.
In her new role, Dagmar had constant frictions with her daughter-in-law, the new Empress Alexandra. who could't stand the Dowager Empress's precedence over her, as was the tradition in Russia; besides she dilsike Dagnar's influence over Nicholas, an influence that was decrasing each day, thanks to Alexandra's interference. Dagmar, by her side, since her great taste for jewels, refused to hand in to Alexandra the jewels that as reigning Empress was her rigth to have. She considered her daughter-in-law a stubborn woman, with a narrow mind, who was a bad influence for the Tsar and for Russia.
At the outbreak of World War I in 1914, she was staying in England with her sister, the Princess of Wales. When she heard the news, she hurried back to Russia; the only way available to to get to Russia was through Sweden and Finland so she had to follow that route. She fought against Rasputin, the monk who was having a great influence amog the Imperial Family because of his powers to cure the Tsarevitch's illness. When Alexandra, influenced by Rasputin, began to interfere in politics, by appointing ministers who favoured Rasputin, and dismissing the ones who don't, Dagmar advised Nicholas to banished the monk from the court. But Dagmar's influence over her son had been diminished by Alexandra's and Nicholas didn't pay ears to his mother's advised.
Rasputin was murdered by Prince Felix Yussopov and by Grand Duke Dimitri, but it was to late to avoid a revolution, and Nicholas was forced to abdicate. When, on March 15, 1917, Dagmar heard of her son's abdication, she hurried to Mogilev, where Nicholas was at the headquarters to take leave of his troops. She was still with her son when some days later, on March 21, Nicholas was informed that he was going to be taken prissoner to Tsarkoe Selo. He had lunch with his mother and at three o'clock, the deputation that was taking him away, arrived. He said goodbye to his mother ssuring her that she would see him again. When he waved his hand saying goodbye form the train's platform, Dagmar, with her face covered with tears, made the sign of the Cross.
On October 13, 1928, three years after her sister, the Dowager Empress died; she was 81 years old. She was buried in Roskilde Cathedral, among the members of her Danish family. Many of her relatives were anxious to possed the jewels under her bed. In the pressence of Dagmar's daughter Xenia, the box containing the jewels was sealed and taken to England by an emmisaire of King George V. When King Christian X arrived, he was told by Grand Duchess Olga that the box had already left Denmark. It was said that the sale of the jewels, by the firm of Hennell & Sons, fetched 350,000 pounds. Xenia received 60,000 and Olga 40,000. It is unkown the destiny of the others 250,000 pounds.