Natalia Goncharova was born on June 4, 1881 in Nagaevo village at the family of architect. Her great-aunt was Nataliya Nikolaevna Goncharova, wife of the poet Alexander Pushkin.
In 1891 the family moved to Moscow. In 1901 Natalia Goncharova entered Moscow School of Painting, Sculpture and Architecture where she was taught by S.M. Volnukhin and P.P. Trubetskoy at the Department of Sculpture and then in art class by K.A. Korovin.
In 1909 Natalia Goncharova began to work as a theatre artist designed costumes and sets for the play “Zobeide Wedding” by Hugo von Hofmannsthal. In 1910 Natalia Goncharova and Mikhail Larionov were founding members of two important Russian artistic groups Jack of Diamonds (1909–1911) and the more radical Donkey's Tail (1912–1913)
In 1912-1913 Goncharova illustrated books of poets-futurists – A. E. Kruchenykh, V. Khlebnikov and K. A. Bolshakov. In 1914 she created sketches for scenery and costumes for the ballet-Opera "the Golden Cockerel" by N. A. Rimsky-Korsakov. The play had a great success in Paris.
In 1915 she created sets for the play "the Fan" by K. Goldoni in Moscow Chamber theatre produced by A.Y. Tairov. Goncharova moved to Paris in 1921 where she designed a number of stage sets of Diaghilev's Ballets Russes. She also exhibited at the Salon d'Automne in 1921, and participated regularly at the Salon des Tuileries and the Salon des Indépendants.