[1][4] Katerina Ksenyeva studied at the Department of Opera Vocals at the Musical College at the Bishkek Conservatory under teachers Vladimir Mukovnikov and Bulat Minzhilkiev.

In 1998, she graduated from the master workshop of the actor and director Yuri Tomoshevsky, who taught her unique techniques of "nervous" behavior on the stage.

Ksenyeva's film career started from her diploma role as the part of Elvira in Max Frisch's play acting in Santa-Cruz at the Comedian's Refuge State Theater ("Priyut Komedianta").

As a leading actress, she appeared the first time as the cross-eyed romantic journalist Masha in Yuri Mamin's TV series Grim Tales From Russia (2000–2003), which was created as a satirical analogue of the American X-Files planted on Russian soil.

In 2004, Ksenyeva played the part of actress Zoya who killed a rapist with a sniper rifle in Kirill Kapitsa TV series Cops.

In the celebrated film Don't Think About White Monkeys, Katerina Ksenyeva plays the leading role of Dasha, a destitute young suicidal Russian woman who finds herself in a humiliating situation and struggles to survive.

Dasha escapes from a psychiatric hospital and returns with her friend to his attic, where they are discovered by Vova, a successful barman and businessman.

According to the director, Yuri Mamin, Ksenyeva actively participated in the production of the film,[5] which was released in Russian theaters in January 2009 and received numerous international and national awards.

Katerina Ksenyeva's rock ballad "Lullaby for a Man", released in 2006, was top-rated by the listeners of the Moscow Radio Maximum in 2007.