In 1893, his granduncle, Ernest II, Duke of Saxe-Coburg and Gotha, the elder brother of his paternal grandfather, died without legitimate heirs. Being ineligible under Saxe-Coburg-Gotha house law to succeed to the duchy due to his status as the heir apparent to an existing throne, the Prince of Wales had previously renounced his claim to the ducal throne. Thus, the succession devolved to Alfred's father, who was at that time the Duke of Edinburgh. Alfred thus became the Hereditary Prince of Saxe-Coburg and Gotha. Prince Alfred had lived in Clarence House in the early years of his life with his parents and sisters; after his father's accession to the ducal throne of Saxe-Coburg and Gotha, he moved to Schloss Rosenau, near Coburg.
On 23 January 1899 Maria Alexandrovna and her husband celebrated their 25th wedding anniversary at Schloss Friedestein, the Duke's official residence in Gotha. Absent from the festivities was their only son, who was gravely ill. The exact circumstances of Alfred's death are not known, and varying accounts have been published. His sister Marie's memoirs simply say his health "broke down", and other writers have said that he had "consumption". The Times published an account stating he had died of a tumor, while the Complete Peerage gives the generally accepted account that he "shot himself". Various authors have speculated on reasons why he might have killed himself. One author, Frank Bush, claimed to have been a descendant of a secret marriage between Alfred and Mabel Fitzgerald, granddaughter of the 4th Duke of Leinster, and claimed that friction between Alfred and his family over the "secret marriage" was the cause of the suicide. Despite the lack of documentary evidence, and the lack of contemporary reference, other authors have repeated Bush's assertion that Alfred and Mabel married, including John van der Kiste and Bee Jordaan in Dearest Affie, and the assertion is repeated as fact in the official family history. According to theory, Alfred shot himself with a revolver while the rest of the family was gathered for the anniversary celebration. He survived and was looked after at Schloss Friedenstein in Gotha for three days before being sent to the Martinnsbrunn Sanatorium in Gratsch near Meran in the County of Tyrol. Alfred died there at 4:15 pm on 6 February 1899, aged 24 years. He was buried in the ducal mausoleum of the , Coburg, Bavaria. Later in 1899 Alfred's uncle the Duke of Connaught and his son Prince Arthur of Connaught renounced their succession rights to the Duchy of Saxe-Coburg and Gotha. As a result, his first cousin Prince Charles Edward, Duke of Albany, became heir presumptive.
Titles, styles, honours and arms
Titles and styles
15 October 1874 – 23 August 1893: His Royal Highness Prince Alfred of Edinburgh
23 August 1893 – 6 February 1899: His Royal Highness The Hereditary Prince of Saxe-Coburg and Gotha, Duke of Saxony
Honours
He received the following orders and decorations:
Arms
As a male-line grandson of the British Sovereign, young Alfred bore the royal arms, with an inescutcheon of the shield of Saxony, all differenced by a label argent of five points, the odd bearing crosses gules and even anchors azure.