Cream linen, striped blazers, straw boaters. Tennis parties, cycling excursions, lazy afternoons on the river. ‘Jerusalem’, ‘I was glad’, music-hall songs. This is what the word ‘Edwardian’ conjures up for me, my impressions of the era shaped by E. Nesbit, refined by E.M. Forster, and no doubt distorted by films and television dramas that may or may not have done it justice. But all of this seems far removed from the unapologetically upper-class, opulent vision of the period that is presented to us in a magnificent new exhibition, ‘The Edwardians: Age of Elegance’, at the King’s Gallery, Buckingham Palace.

Perhaps matters are complicated by the fact that this exhibition is not really so much about an era as about people: Edward and Alexandra, George and Mary, with occasional walk-on parts for their older and younger relatives. Its temporal focus extends well beyond what we would conventionally call the Edwardian period at both ends, spanning the years from 1863 (which saw the future Edward VII’s marriage to Alexandra of Denmark) to 1920. We are inescapably in the Modernist era by the end, and yet the exhibition’s rich wall palette of emerald green, crimson and royal blue exudes a mood of lingering ‘Victoriana’ to the very end.

This is at once an exhibition about royalty and about artworks that are noteworthy beyond any regal association. In the ‘red’ room at the exhibition’s centre, devoted to pageantry and the public face of monarchy, we learn how Edward and Alexandra made British royalty glamorous and cosmopolitan. Here we are presented with paintings of coronations, weddings and palace interiors, colossal official portraits, coronation thrones and gowns designed (controversially) by French furniture designers and couturiers, and dazzling jewellery.

But it would do a disservice to the exhibition to characterise it as being all about bling, and elsewhere we see a far more personal, interesting face to this particular generation of royals. In the ‘green’ room, filled with objects that were kept out of public view at Sandringham and Marlborough House, we are invited to peruse the family china and peer inside the family photograph albums. (In one case, intriguingly, the two are combined: some of Alexandra’s Kodak photographs were transferred on to a tea service by a porcelain artist, who later destroyed his equipment to prevent other firms from stealing his innovative method.)

Edward emerges from this exhibition not as the rather frivolous ‘playboy prince’ of popular reputation, but as a serious art collector with good taste. The painting he put up in his student room at Oxford was Lord Leighton’s Nanna (Pavonia) – an exquisite image of a striking-looking Italian woman with peacock-feather fan, pearl hairpiece and billowing silk robes, viewed from over her shoulder.

In marriage, Edward and Alexandra collected countless beautiful objects, displayed here in keeping with the Edwardian domestic taste for ‘busy’ walls and cluttered surfaces. Drawings by Burne Jones sit alongside paintings by Alma Tadema and Winterhalter, and a rather splendid lion by the French animal painter Rosa Bonheur. Cabinets are filled with Sèvres porcelain, Garrard jewelry, a blue Fabergé cigarette case with a snake picked out in diamonds, and a Mary, Queen of Scots fancy-dress costume. So sumptuous is all of this, including paintings so rarely on public view, that I yearned for an exhibition catalogue to pore over in detail at home. Alas, there wasn’t one to be had.

Edward and Alexandra’s interests extended beyond the visual arts, and the books on display include a volume from William Morris’s Kelmscott Press, an illuminated ode dedicated to the Queen by Alfred, Lord Tennyson, and a volume of poetry annotated by Oscar Wilde to indicate which of his poems might be of particular interest to the King. The monarch and his consort were particularly keen music lovers – critics later chastised George V for not supporting opera as devotedly as his father had done – and the exhibition includes a score of La fanciulla del West, affectionately dedicated to the Queen and sent to her by Puccini a month before his opera was performed on stage.

Edward and Alexandra obviously adored being among actors, writers and musicians, whose photographs they displayed alongside images of members of their own family on a gilt folding-frame at Sandringham. Not all of Edward VII’s descendants have been artistically inclined, but one can at least imagine our current arts-loving monarch delighting in a Sargent portrait, an Elgar score, and his great-great-grandparents’ benevolent patronage of female bookbinders and potters.

Another room is devoted to the Edwardian royal family’s extended travels, on state visits to outposts of empire, trips to see European relatives, and excursions made purely for personal enrichment, such as the young Edward’s travels around Middle-Eastern archaeological digs. In another gallery, this room would have presented an opportunity for a postcolonial history lesson, but it is hardly surprising that, in this particular context, there is no appetite to politicise matters. Paintings of the Delhi Durbar are presented without judgement, though local rumblings of discontent on an earlier tour of the Indian subcontinent are discreetly noted.

On the whole, the emphasis here is on a mutually respectful relationship between royals on the road and the people they encountered, and how travel shaped the Edwardians’ artistic interests and even their own artistic practice. (Alexandra and Mary were talented watercolour painters, as we glean from their sketchbooks.) There is a fascinating collection of diplomatic gifts, bestowed on occasions where British influence or diplomatic ties were sought, which were later sent on tours around Britain to give the nation a chance to gain a better understanding of other cultures.

Poignant, then, that the exhibition should conclude with a small annexe of art works from the First World War and its immediate aftermath, as Queen Victoria’s grandchildren mourned the dead on both sides. There are paintings of George V visiting the Western Front and of the unveiling of the cenotaph, and bleak photographs he purchased of the waterlogged Menin Road and Verdun. The final object on display is a rather utilitarian one: an Arts and Crafts-style copper clock made in Swansea by ex-servicemen and presented to the King and Queen in 1920 by the side of a road. After so much luxury, glamour and colour, we feel as if we are in a different world, the muted metal clock unassumingly symbolic of changing times.