The missives were from the collection of Prince Nicholas Romanov, 90, a descendent of Russia's imperial dynasty, and addressed to Romanov's great uncle, Grand Duke Nicholas Nikolaevich, the Hôtel des Ventes said on Tuesday.
They went for a record 120,000 francs — far beyond the estimate of between 9,000 and 14,000 francs.
In total, items from the collection reached 1.3 million Swiss francs ($1.39 million).
The buyer of the letters, part of a collection including imperial photos and a military cap, was a Monaco-based Russian collector and history buff.
The letters are significant historical documents that portray Russia during World War I and also the tsar's personal commitment to his army.
They also highlight ties between the tsar and the grand duke.
"It's always satisfying to have a great auction result, but it's an even bigger pleasure to know that these documents were acquired by one history
buff," Romanov said.
"He's Russian too — it's overwhelming,"