She studied ballet at the Imperial Theatre School in St. Petersburg with Ekaterina Vazem, Enrico Cecchetti and Anna Johansson.

After graduating in 1898, she started work as a coryphée in the Imperial Ballet at Maryinsky Theatre and became a ballerina in 1914.

However, she continued to dance, and in 1921 she interpreted the role of Aurora in Diaghilev's Sleeping Princess production in London.

[2] Notable students included Serge Lifar, Anton Dolin,[3] Ethery Pagava,Yvonne Mounsey, Catherine Littlefield,[4] and Zelda Fitzgerald, who described studying under "Madame" in 1925, in her novel Save Me the Waltz.

[6] In November 1917, Yegorova married Prince Nikita Sergeievitch Trubetzkoy (1877–1963), whose father was Director of the Hermitage Museum.