Born Anna Vasil'evna Kushchenko in Volgograd, according to U.S. authorities, her father was employed in the Russian embassy in Nairobi, Kenya. According to her British ex-husband, her father, Vasily Kushchenko, was also a senior KGB official, although this is unsubstantiated. She attended an elite boarding school and earned a masters degree in economics from the Peoples’ Friendship University of Russia in Moscow.