After their wedding in 1884, Elizabeth chose to convert from Lutheranism to Russian Orthodox. The couple never had any children of their own, but they did become foster parents for two of Sergi's nieces and nephews. Then, in 1905, her husband was assassinated. Though overcome with grief, Elizabeth found the courage to visit her husband's murderer in prison and tell him that she forgave him.
Now, widowed and childless, the Grand Duchess Elizabeth decided to turn her worldly goods and her life to the service of God. She sold all of her jewels and used the money to open a convent, with herself as the Abbess. The convent operated a hospital, pharmacy, and orphanage. She was especially devoted to helping Moscow's poor.
In 1918, following the Russian Revolution, Lenin ordered her arrest, along with other members of the Imperial Family. A group of seven of them were then taken by soldiers of the Red Army, beaten, and thrown into an abandoned mine shaft. When the soldiers realized that many had survived the fall, they began to throw grenades into the mine. Even after throwing two grenades, the soldiers could hear the victims singing Orthodox hymns. Finally, the soldiers brought brushwood and started a fire to burn their victims.
She was canonized as a martyr by the Russian Orthodox Church.