She was born to Alexander Plisetski, a Ballet master and Marianna Sedova, a ballerina at the Bolshoi Theatre.

During 1974–76 her family lived in Lima (Peru), where her father had founded the Ballet at National University of San Marcos.

[2] Next two years the family spent in Buenos Aires (Argentina) where her father worked for Teatro Colón (1976–78).

Anna Plisetskaya studied at Vaganova Academy of Russian Ballet in Saint Petersburg during 1981–1989.

Upon graduation from the academy, Anna was invited to Mariinsky Theatre where she became a soloist dancer.