descent, and her mother, Swedish by birth, was a ballerina. Some sources say her father died during the First World War and Anna worked to support her mother, while according to other sources, her father survived the war, found his daughter, and toured Russia with his circus troupe. In her own words, she adopted her mother's maiden name, although the children of her friends have said that her real name was Anna Petrovna Fisakova.

In most foreign sources, her maiden names are Stenska and Sudakevich,