She was born Ekaterina (Catherine) Fyodorovna Kolyschkine in Nizhny Novgorod, Russian Empire. Her parents, Fyodor and Emma Kolyschkine, belonged to the minor nobility and were devout members of the Russian Orthodox Church who had their child baptized in St. Petersburg on September 15, 1896. She was not baptized on the same day that she was born because her mother was worried she might get a disease since she was born on a train.