Lazarev was born on April 12, 1855, in the village of Grachevka, Buzuluksky Uyezd in the Samara Governorate into a free peasant family, whose father (Yegor's grandfather) was a serf.

In 1884, Lazarev was arrested for participating in the Narodnaya Volya military organization, and was visited by Tolstoy in Butyrka prison.

[2] In August 1888, Lazarev was again exiled to Eastern Siberia for five years, but already on July 4, 1890, having met American explorer George Kennan, escaped and emigrated to the United States.

In the summer of 1895, Lazarev moved to Switzerland, where he married Yulia Alexandrovna Lakier, and settled in the town of Clarens.

[1] In 1909, Lazarev returned to St. Petersburg, where he began working as a secretary for the editors of the Knowledge Herald magazine.