He was born in Paris as Oleg Aleksandrovich Loiewski, the elder son of Countess Marguerite Cassini and her husband Count Alexander Loiewski, a Russian diplomat, thereby obtaining the title of Count. His maternal grandfather Arthur Paul Nicholas Cassini, Marquis de Capuzzuchi di Bologna, Count Cassini, had been the Russian ambassador to the United States during the administrations of William McKinley and Theodore Roosevelt. Count Arthur Cassini signed the Treaty ending the war between Japan and China. His mother's family claimed Italian astronomer Giovanni Domenico Cassini as an ancestor. In 1918, the Russian Revolution caused the Loiewski family to flee for their lives, leaving behind their wealth, lands, and homes. As a young child, Oleg saw his cousin shot to death. The family reached Denmark and next moved to Switzerland. The Greek Royal family invited them to Greece, but, while traveling through Italy, revolution began in Greece as well. They got off the train in Florence, eventually settling there. In Italy the children started using the surname of Cassini.