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The Australian Olympic movement was stunned by news of the 20-year-old's death on Saturday, with tributes flooding in for the former world junior champion, who competed alongside Harley Windsor.
The pair were crowned world junior champions in 2017, claiming Australia's first global figure skating title and going on to appear at the 2018 Olympics in PyeongChang where they finished 18th.
Russian law enforcements agencies have not officially commented on her death, but local media reported she had left a note reading "Lyublyu (I love)".
Her former coach Andrei Khekalo said in multiple media reports Alexandrovskaya, who was known as Katia, had fallen from a sixth-floor window in central Moscow.
He also said Alexandrovskaya had missed a training session in January and was afterwards diagnosed with epilepsy and had to quit the sport.
He said she was also suffering from depression.
"I tried to get her to stay in sport at my own peril," Khekalo said.
"She was fearless. She was like a fish in the water."
Overlooked by the Russian system, Alexandrovskaya became an Australian citizen in 2017 and teamed up with Windsor.
"It is enormously sad to lose Katia who was a vibrant and talented person and an incredible athlete," said Ian Chesterman, chef de mission for the Australian team in South Korea.
"She was quiet and humble in her manner but incredibly determined to be the best she could be.
In an emotional Instagram post, Windsor said on Saturday he was devastated by Alexandrovskaya's death.
"Words cannot describe how I feel right now, I am devastated and sick to my core about the sad and sudden passing of Katia," he wrote.
"The amount we had achieved during our partnership is something I can never forget and will always hold close to my heart. This news is something you can never prepare for. Rest In Peace Katia."