She was born in Budapest, Hungary. Her father was Julius (or Gyula) Count Apponyi de Nagy-Appony (or: Nagyappony; (August 15, 1873 Nagyappony, now Slovakia – May 27, 1924 Budapest), and her mother was Gladys Virginia Steuart (July 18, 1891 – November 19, 1947), an American, a daughter of a millionnaire from an old family of Virginia, a relative to Richard Nixon. Geraldine was the only European royalty of American blood. Geraldine's father’s father Ludwig (or Lajos) Apponyi (May 2, 1849 Baden bei Wien – December 11, 1909 Budapest) was a high official in the Habsburgs’ court. Geraldine's mother’s father John Henry Steuart (1831–1892) was a US Consul to Antwerp.
When the empire of Austria-Hungary collapsed, the family went to Switzerland. In 1921 they returned to Hungary. However, when Geraldine's father died, her mother decided to take their three children (Geraldine, Virginia [born in 1916]) and Julius [or Gyula; 1923–1946]) with her to the resort of Menton in South France.
When Geraldine’s mother married a French officer, her father’s family insisted that the children moved to their grandmother’s house in Hungary in order to get their education in Hungary. Their mother agreed. They were sent to the Sacred Heart boarding school in Pressbaum near Vienna. The children spent their vacations in their grandmother’s house and in with their uncles and aunts at their family manor.
On 27 April, 1938 in Tirana, Albania, she married King Zog I of the Albanians. She was a Roman Catholic and he was a Muslim.
Zog's rule was ended with the invasion of Albania by fascist Italy in April 1939. From 1946 she lived in exile in France, England, Egypt, America, Rhodesia, Spain, and ultimately on the high plains in South Africa. King Zog, a chieftain who declared himself king in 1928, died in Suresnes, France in 1961.
She had one son:
She died in a military hospital in Tirana, after having suffered recurrent pulmonary problems and four heart attacks. She was buried by the Central House of the Army and with full honours, including a funeral oration at the cathedral of Shen Pjetri, on October 26, 2002 and interred in the public cemetery of Sharra, Albania at "The Plot of VIPs".