Volodina's modeling career began in 1998 when she attended an open call at one of Russia's most prestigious casting agencies. Although she didn't win, she was invited to take part in a Parisian modeling agency in 2000. Soon after, she was sent to Paris, where Volodina began to establish her career. Increased attention came in 2002 when fashion photographer Steven Meisel featured her in Italian Vogue. That same year, Volodina took part in a Gucci ad campaign alongside fellow Russian Natalia Vodianova as well as opened and closed the Gucci F/W 2002 show in Milan.

Since then she has remained an on-demand model on the runway and has been featured in the editorials of magazines such as Vogue, Harper's Bazaar, and Elle; also in the catalogs of Bloomingdale's, Louis Vuitton, Neiman Marcus, and Victoria's Secret. Volodina's lengthy résumé includes advertising campaigns for Escada, Bvlgari, Bill Blass, Versace, Valentino, Yves Saint Laurent, Zac Posen, Salvatore Ferragamo, Fendi, Gu