Another picture taken by the emperor dated 1916 shows Tsarevich Alexei - heir to an autocratic throne that would be abolished the following year - posing on a tree in winter with his beloved pet spaniel Joy.
These images of the Russian royal family, captured in photographs taken by the Tsar himself or his children, mostly date from the years of the First World War, and some very soon before the Romanov dynasty crumbled, to be rapidly replaced by Communism.
Found in a vault in Zlatoust, the album shows the private moments of the royals as the storm clouds gather over a dynasty that had ruled for more than three centuries.
The smoking picture shows the youngest princess Anastasia, then 15, evidently imbibing from a cigarette with every encouragement from the Emperor and Autocrat of All the Russias. At the time there was not the same stigma attached to smoking and in fact a year earlier Anastasia had written to her father: 'I am sitting here with your old cigarette that you once gave me, and it is very tasty'.