She was born in Moscow, and studied with Lydia Nelidova of the Bolshoi Ballet. She joined Sergei Diaghilev's Ballets Russes in 1915. There, she created the role of the androgynous garçonne in Bronislava Nijinska's 1924 ballet Les Biches, and leading roles in other modern works. After leaving the Ballets Russes in 1927 she set up her own company, with Anton Dolin, engaging George Balanchine and others as choreographers.