Yes. Alexandra wanted her to shake hands with the "gentleman", but she bursted out laughing. "It´s not a gentleman, it´s a monkey!". Embarassed Alexandra tried to save the situation with saying: "You are a monkey yourself, Tatiana!". Fortunatelly the prince didn´t take it bad.
That was after Russia's war with Japan. Tatiana had heard people calling the Japanese all kinds of names, and being little, she didn't know any better. The prince that visited was Japanese.
Actually, he wasn't Japanese. But he was from the East. Tatiana said he was a monkey because he was Eastern either:
On one occasion the Prince of Siam came to visit the Empress, and the children were in the room. Now I was interested to see his dusky highness as I had met him before at a little seaside resort in the west of Ireland. He had been invited to spend the summer holidays with a school-fellow, and Kilkee was chosen by his family for their holiday-resort. Some of the visitors there got up a little entertainment for the benefit of the poor, and he and his friends were invited to help. The entertainment took the form of tableaux, with a little music. The young prince was deeply interested in all, and finally begged for a part for himself. One excuse after another was offered to him, but at last to our consternation he ex claimed, ÒI know why you will not have me. It is because I am an Eastern. Well, I'll make a tableau all for myself." He went home and presently re-appeared with an armful of curtains, table-cloths, etc. Throwing these down in a corner of the hall, he went out again, and presently returned with all the false jewellery the village shops could supply, and announced that he intended to personate the Queen of Sheba when she had seen Solomon's magnificence. He quickly dressed the platform to represent an Eastern interior, and, draping himself in a shawl, squatted, native fashion, in the middle of the stage. It was wonderfully effective. On the evening of the exhibition the tableau was by far the finest, being so much out of the common. The boy was delighted with himself and his audience. When I saw him in the Winter Palace he was dressed in Russian uniform, and looked about him with the same bright, interested expression he had worn in Ireland. Naturally he did not recognise me. My little charges ran forward and examined him with deep interest, walking slowly round him, and regarding him with beaming smiles of amusement. The Empress said to the Grand Duchess Tatiana, "Come, shake hands with this gentleman, Tatiana." She laughed, and said, "That is not a gentleman, mama; that's only a monkey." The Empress, covered with confusion, said, "You are a monkey yourself, Tatiana," but the prince laughed heartily. They and the prince afterwards became quite good friends.