Anastasiya Volochkova graduated from the Petersburg Vaganova Academy of Russian Ballet, Natalya Dudinskaya' class. In her last year at ballet school she became a probationer at the Marinsky Theatre where she danced the roles of The Mistress of the Dryads (Don Quixote) and Odette-Odille (Swan Lake).
In 1994, she became a soloist at the Marinsky Theatre. Her repertoire included: Nikia («La BayadÎre»), Giselle, Kitri (Don Quixote), Raymonda, Princess Aurora and The Lilac Fairy (Sleeping Beauty), Masha (The Nutcracker), Medora (Le Corsaire), The Firebird (The Firebird), Zobeide (Sheherazade), Zarema (The Bakhchisaray Fountain).
From 1998-2000 Volochkova was The Bolshoi Theatre's leading soloist where she danced the roles of The Swan-Princess (Swan Lake, Vladimir Vasiliev's version), Nikia, Raymonda, Lilac Fairy, The Mistress of the Dryads, Giselle, The Tsar-Maiden (The Humpbacked Horse), The Empress (The Russian Hamlet).
In 1996 she won 1-st prize and gold medal at the Serge Lifar International Ballet Competition (Kiev). She was also awarded The Golden Lion, as the bast young ballerina in Europe (Austria, 2000).
In 2001 with The English National Ballet Company Volochkova danced the roles of the Lilac Fairy and The Carabosse Fairy (Sleeping Beauty).
From 1998 Anastasia Volochkova has been participated in many Gala performances and given her own recitals in Moscow, St. Petersburg, Paris, London, Athens, and Geteborg.
In 2001 Volochkova returned to the Bolshoi Theatre for successfully dancing the duble-role of Odette-Odille in the renewed Swan Lake by Y. Grigorovich.
Recently Volochkova has established in Moscow Anastasia Volochkova Cultural Foundation and opened an agency «CMM — ArtProduction» that has been organizing her creative projects.