This week, she severed her ties with Russia's ruling party, announcing her decision on her blog.
"After weeks of consideration, I decided to leave the party United Russia, which I joined in 2003, [in] goodwill and a sound mind," Volochkova wrote.
Volochkova wrote that a key factor motivating her decision was the party leadership ignoring her agenda of establishing a network promoting the arts and ballet in Russian schools:
"For the seven years I was active [in United Russia], I was independent, showed initiative, and participated in dozens of large-scale charity projects for children and young people. I wanted to create a network of preschool institutions, schools of creative education that would attract better teachers and increase the future talents of successful people -- the future of Russia."
In an interview with RFE/RL's Russian Service, Volochkova also said she was tricked into signing a letter denouncing jailed former Yukos CEO Mikhail Khodorkovsky in 2005.
"I was really deceived," she said. "I respect Khodorkovsky very much. He paid a lot of attention to people and to children. And I'm very sorry for his mother."
Volochkova said she never saw the actual text of the letter, which was published in "Izvestia" and signed by 50 celebrities. She said United Russia officials told her that it was in support of Khodorkovsky.
"And I can tell you that I am defending Mikhail Khodorkovsky from the heart and soul of today," she said.
At one point in the interview, Volochkova became emotional and used expletives to describe United Russia.
Volochkova's decision came shortly after she was involved in another scandal that had little to do with preschool programs, politics, or Khodorkovsky.
In January, she came under criticism from United Russia officials after posing for a nude photo shoot in the Maldives.