Anastasia Volochkova (Russian: Анастасия Волочкова; born 20 January 1976) is a Russian prima ballerina.

Volochkova was born into a middle class family in Saint Petersburg. Her father was a table tennis champion and coach, and her mother was a tour guide. Volochkova has been married once, and she has a daughter, Ariadna, born in 2005. They live in Saint Petersburg and Moscow.

Volochkova was five years old, when her mother took her to see The Nutcracker at the Mariinsky Theatre. "When I left the hall, I told my mother I wanted to be a famous ballerina," Volochkova has said, "On the face of it, I didn't have the right build - I didn't have long legs, and I wasn't flexible, quick or springy - nothing. All I maybe had was a beautiful body and a big wish. I didn't just take classes - I also had private lessons at home with a teacher. I worked very hard."

Volochkova was trained at the prestigious Vaganova Ballet Academy by Natalia Dudinskaya. Still a student, Volochkova became the youngest soloist of the Mariinsky Ballet, making her debut as Odette-Odile in Swan Lake at the Mariinsky Theatre in 1993. She was a prima ballerina and student at the same time, the first in the history of the Mariinsky. The following year, she received her diploma with honours, and became a soloist of the Mariinsky Ballet. In 1996, Volochkova won the first prize and gold medal at the 2nd Lifar International Ballet Competition in Kiev.