Rozanova attended the Bolshakov Art School, where she worked under Nikolai Ulyanov and sculptor Andrey Matveev. She audited courses at the Stroganov School of Applied Art in 1907 but was not accepted for admission. After this, she trained in the private studio of Konstantin Yuon. From 1907 to 1910, fellow drawing and painting students studying in these private studios included Lyubov Popova, Nadezhda Udaltsova, Aleksei Kruchenykh, and Serge Charchoune. Unlike most of the other female avant-garde artists, Rozanova was the only one who did not study abroad to learn about European art.
By 1910, she was fairly well-known in Russian art circles. She moved to St. Petersburg and joined Soyuz Molodyozhi (Union of Youth) in 1911. She became one of the most active members of this organization, which organized art exhibitions, lectures, and discussions. Two of her canvases, Nature-morte and The Cafe debuted at the second Soyuz Molodyozhi exhibition in April 1911. She would submit her canvases to their group exhibitions until 1913. Razanova briefly studied at the art school of Elizabeta Zvantseva, which housed many Russian art nouveau artists. In January 1912, her two works, Portrait and Still-Life, appeared at the next Soyuz Molodyozhi exhibition in January 1912. This exhibition was the first appearance of the Donkey's Tail, a Moscow-based artistic group led by Mikhail Larionov. Rozanova later traveled to Moscow to try to establish joint projects between the two groups; these negotiations proved to be unsuccessful. Soyuz Molodyozhi disbanded in 1914.
From 1913 to 1914, Cubo-Futurist ideas appeared in her work, but she appears to have been especially inspired by Futurism. Of all of the Russian Cubo-Futurists, Rozanova's work most closely upholds the ideals of Italian Futurism. During Filippo Tommaso Marinetti's visit to Russia in 1914, he was very impressed with her work. Rozanova later exhibited four works in the First Free International Futurist Exhibition in Rome, which took place from April 13 to May 25, 1914. Other Russian artists featured in the exhibition included Alexander Archipenko, Nikolai Kulbin, and Aleksandra Ekster.