Rodzyanko came from an old Ukrainian aristocratic family: his father Pavel Rodzyanko was a major landowner and his uncle Mikhail Rodzianko chaired the State Duma from 1911 to 1917. Aleksandr received his education in the Russian Page Corpsmilitary academy and at the Cadre Noir cavalry-school in Saumur in France; he then joined the elite Russian Chevalier Guard regiment. An excellent equestrian sportsman, he also studied for a year at the cavalry school at Pinerolo in Italy under Captain Federico Caprilli, known as "the father of the modern forward seat". After successfully participating in London, winning the King Eduard VII Cup, he competed in the 5th-placed jumping team for Russia at the 1912 Olympic Games in Stockholm. Most of the equestrian information about Rodzyanko was published by a Dutch horse magazine, called the 'Hoefslag' by the secretary of the FEI Max E. Amman. Promoted Colonel in 1912, he went on to take part in World War I. In 1914 he was sent to the frontline where he briefly served in the 2nd Kuban regiment, 1st Linear Cossiack regiment and headed 16th Don regiment. Later served at the 8th Army and Chevalier Guard Regiment. Since May 1916 headed the Cavalry Officers School. In June–July 1917 headed the Garrison of Riga. In October 1917 in Pskovthe 17th Cavalry division that he headed was disbanded and he was interned by the Germans. After the Russian Revolution of 1917 he accompanied Prince Lieven to solicit British help for counter-revolutionaries active in Latvia. In 1918 he lived in Riga and received the German assistance in recruiting the volunteers into the anti-bolshevik units. In 1919 General Nikolay Yudenich appointed Rodzyanko as his aide, where he led the counter-offensive actions against the Reds and participated in the unsuccessful advance on Petrograd. Once the Northwestern Army had been pushed back to Narva, Estonia, on 23 November 1919 Yudenich sent him to England to seek financial support for the further anti-bolshevik combat. After his mission proved abortive, he chose not to return to Estonia but settled in the United Kingdom and later in the United States. His brother Paul Rodzyanko became an instructor at the Irish cavalry school in Dublin and later emigrated to the United States. Aleksandr Pavlovich Rodzyanko became president of the Chevalier Guards association, wrote memoirs and died in New York City aged 90. He is buried at the Novo-Diveevo cemetery in Nanuet, Rockland County, New York.