The Order was established in honour of the Holy Great Martyr Anastasia, who was executed for confessing the Christian faith in 304 during the persecution of Emperor Diocletian, and in memory of the namesake of her first queen of the Romanov Anastasia Romanova (1530 - Moscow, 7 / 20 August 1560).
Daughter of Roman Yurevich Zakhar'in - St George and Ulihi Feodorovna, Anastasia Romanova 3 / 16 February 1547 entered into a marriage with Tsar John IV Terrible. Her marriage to the Tsar was predicted by St. Gennady of Kostroma. She was crowned Holy marriage by Metropolitan of Moscow Macarius. Queen Anastasia exerted a beneficial influence on John IV and enjoyed his warm love and deep respect. First their son Prince Dimitri was killed during the pilgrimage of the royal family in Ferapontov Monastery in 1553. In 1554 Queen Anastasia produced the Tsarevich John, who was killed in 1581. 31 May 1557 Anastasia Romanova gave birth to the future St. Tsar Theodore I Ioannovich. Anastasia Romanova suddenly fell seriously ill in Mozhaisk autumn 1559, and after much agonizing suffering, died in Moscow on 7 / 20 August 1560.