Young Pavlova's years of training were difficult. Classical ballet did not come easily to her. Her severely arched feet, thin ankles, and long limbs clashed with the small and compact body in favour for the ballerina at the time. Her fellow students taunted her with such nicknames as The broom and La petite sauvage (The little savage). Undeterred, Pavlova trained to improve her technique. She would practice and practice after learning a step. She took extra lessons from the noted teachers of the day—Christian Johansson, Pavel Gerdt, Nikolai Legat—and from Enrico Cecchetti, considered the greatest ballet virtuoso of the time and founder of the Cecchetti method, a very influential ballet technique used to this day. In 1898, she entered the classe de perfection of Ekaterina Vazem, former Prima ballerina of the Saint Petersburg Imperial Theatres.
During her final year at the Imperial Ballet School, she performed many roles with the principal company. She graduated in 1899 at age 18, chosen to enter the Imperial Ballet a rank ahead of corps de ballet as a coryphée. She made her official début at the Mariinsky Theatre in Pavel Gerdt's Les Dryades prétendues (The False Dryads). Her performance drew praise from the critics, particularly the great critic and historian Nikolai Bezobrazov.