Alexandra Tolstoy received an MA (Hons) in Russian from the University of Edinburgh. After graduating she was accepted on the graduate training scheme at Credit Suisse First Boston, as an Eastern European equities broker. However, this life was not for her and she resigned after a year and spent the next couple of years working and traveling abroad. During this time she and a friend spent 6 weeks walking the old Camino de Santiago pilgrimage route through Spain.

Alexandra is a Fellow of the Royal Geographical Society and in 1999 she was a member of the team that completed the Silk Road Expedition. An eight-month journey, traveling solely by horse and camel, this expedition retraced 5,000 miles of one of the former trading routes that make up the ancient Silk Road. The expedition received extensive coverage in the British press and Alexandra wrote a book on the journey, The Last Secrets of the Silk Road, commissioned by the English publisher Profile. It was published in March 2003 and went into paperback in March 2004. It has also been published in America, Italy and Holland.

After the Silk Road Expedition Alexandra moved to Moscow, where she wrote her book and continued to travel in Central Asia. In 2002 Alexandra and a friend rode 3,000 miles on horseback through Mongolia and Siberia. On this and the Silk Road Expedition Alexandra was accompanied by Shamil Galimzyanov, a Russian show-jumper from Uzbekistan, and in September 2003 they were married in the Russian Orthodox Cathedral in London. Together they now organise commercial horseback trekking expeditions in Central Asia, selling them through The Ultimate Travel Company and Wild & Exotic.