Nadia is the daughter of Natalia, Duchess of Leuchtenberg, and Malcolm Baker Bowers, Jr., a Texan psychiatrist. Her maternal grandparents were Sergei, Duke of Leuchtenberg (born in St. Petersburg, Russia) and Anna Aleksandrovna Naumova (born in Crimea). Nadia is a descendant of the Romanov family and Joséphine de Beauharnais. She is also the grand-niece of
Serge Koussevitzky, Russian conductor, double-bassist, and founder of the Tanglewood Music School in the Berkshires.