Ernest II, Duke of Saxe-Coburg and Gotha (21 June 1818 – 22 August 1893), who married Princess Alexandrine of Baden on 3 May 1842. Prince Albert of Saxe-Coburg and Gotha (26 August 1819 – 14 December 1861), who married Queen Victoria of the United Kingdom on 10 February 1840.
Prince Alfred was born on 6 August 1844 at Windsor Castle to the reigning British monarch, Queen Victoria, and her husband, Prince Albert, the second son of Ernest I, Duke of Saxe-Coburg and Gotha. Nicknamed Affie, he was second in the line of succession to the British throne behind his elder brother, the Prince of Wales .
Ernest II (German: Ernst August Karl Johann Leopold Alexander Eduard; 21 June 1818 – 22 August 1893) was Duke of Saxe-Coburg and Gotha from 29 January 1844 to his death in 1893. He was born in Coburg to Ernest I, Duke of Saxe-Coburg-Saalfeld , and Princess Louise of Saxe-Gotha-Altenburg .
Ernest I, called "Ernest the Pious" (25 December 1601 – 26 March 1675), was a duke of Saxe-Gotha and Saxe-Altenburg. The duchies were later merged into Saxe-Gotha-Altenburg . He was the ninth but sixth surviving son of Johann II, Duke of Saxe-Weimar , and Dorothea Maria of Anhalt .
On his accession as Duke of Saxe-Coburg and Gotha, he used the arms of that duchy, both the greater and lesser versions. One variant that he used was a shield of the arms of Saxony, with a differenced version of the arms of the United Kingdom, charged with the label borne by his father on his father's arms (essentially, the arms of his father in reverse). 
The newly created Duchy of Saxe-Coburg and Gotha was initially a double duchy, ruled by Ernest III as Duke Ernest I in a personal union, but with only one vote in the Bundesrat. The opportunity to unify the two duchies in 1826 was missed.
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.