Alexei Romanov and friend - don't know if this was an actual pet of his. That dog could've easily nipped or scratched Alexei, causing life threatening bleeding. That his parents let him play with animals and even have pets of his own is a testimony to their determination to give Alexei a normal life despite his grave condition.
Image:: Grand Duke Mikhail in his childhood with his parents, Alexander III and Marie Feodorovna, 1885-- Alexander III loved his children greatly. Once playing with his sons in the summer he played a joke and doused Mikhail with water. Next day A III was smoking and leaned out of the window. Mikhail took a moment and poured father from a bucket. A III forgave his son and did not tell Marie Feodorovna about the incident as she would punish a boy
15 intimate snapshots of the Romanov family, shortly before their execution
Tsar Nicholas II Alexandrovich Romanov (Nikolai II) (1868-1918) Russia (2nd from left) & wife Alix-Alexandra (Alexandra Feodorovna) (1872-1918) Hesse, Germany & family in capitivity. Many of these rare pictures of the imperial Romanov family were taken by head of the family, Russia's Last Tsar himself, Nicholas II. IMAGE: LASKI DIFFUSION/GETTY IMAGES