From early childhood, he and his sister Pauline received an excellent education. After the death of his father in 1796, Alexius Frederick Christian inherited Anhalt-Bernburg.
The territories of Anhalt-Bernburg were augmented one year later with the formal division of Anhalt-Zerbst in 1797; Alexius Frederick Christian received the towns of Coswig and Mühlingen, which represented 1/3 of the defunct principality. In 1812, with the extinction of the Anhalt-Bernburg-Schaumburg-Hoym branch of the House of Ascania, he inherited Hoym and some Prussian enclaves.
Alexius improved education with the building and enlargement of many churches and schools. He demonstrated a special interest in expanding the road network, especially in the newly acquired areas of his principality. The mining and metallurgical industry also benefited from his attention. Alexius Frederick Christian initiated several major construction projects, such as the Saalebrücke in Bernburg (Saale), which was later destroyed. In 1810 he founded the Alexisbad in Selketal and later, in the Prussian area of Gernrode, he created the Beringer Bad.
In matters of religion, he was tolerant and enlightened; in 1820 he finally declared the Reformist and Lutheran faiths to be the official co-religions of his state. In 1826 he joined the German Zollverein and in 1829 created a civil fund for orphans, widows, and servants.
The union was completely unhappy and the couple divorced in 1817.
In Ballenstedt on 11 January 1818, Alexius Frederick Christian married secondly and morganatically with Dorothea Fredericka of Sonnenberg (b. Bernburg, 23 January 1781 – d. Ballenstedt, 23 May 1818), who shortly after the wedding was ennobled and created Baroness of Hoym (German: Frau von Hoym). The union only lasted four months until Dorothea's death.
In Bernburg on 2 May 1819 Alexius Frederick Christian married thirdly and again morganatically with Ernestine Charlotte of Sonnenberg (b. Bernburg, 19 February 1789 – d. Ballenstedt, 28 September 1845), sister of his second wife. As she, Ernestine was created Baroness of Hoym shortly after the wedding. This marriage was childless.