After an unsuccessful attempt to get into the Mikhail Shchepkin Higher Theatre School, she was admitted to the Gerasimov Institute of Cinematography where she studied under Sergei Bondarchuk and Irina Skobtseva.

In 1976 she appeared in her first films From Dawn Till Sunset and Kolybelnaya dlya Muzchin.

However, Natalya became more popular in the Soviet Union after her roles in Mary Poppins, Goodbye and Wartime Romance, both feature films released in 1983.

From her first marriage to the Russian composer Maksim Dunayevsky she had a son named Dmitry (b.

In 1985–2005 she was married to the Austrian/Swiss actor, writer, producer and director Maximilian Schell, with whom she made the film Little Odessa.