- Is a blonde but dyed her hair black for t.A.T.u.
- In February 2003 she reportedly had an abortion but after giving birth to her daughter Viktoriya in September 2004 she said that it was her first pregnancy.
- In October 2004, she underwent surgery to remove a vocal fold cyst.
- In 2012, Volkova was diagnosed with stage I papillary thyroid cancer. She underwent a surgery at a Moscow hospital, during which her thyroid was removed with the tumor itself. During the surgery, her vocal nerves were damaged and she lost ability to speak properly. The tumor did not metastasize and she did not require chemotherapy; instead, she underwent hormonal therapy. Volkova later underwent two surgeries to restore her vocal cords in Israel and was treated twice in Germany, but all unsuccessful. She was later able to recover her voice after getting another surgery in South Korea. In 2019, she had a relapse of cancer, underwent a course of treatment, and became cancer-free again in October of the same year.
- An only child of businessman Oleg Viktorovich Volkov and stylist Larisa Viktorovna Volkova.
- Has an older paternal half-sister, a designer Kristina Trost. She lives with her husband Florian (married since 2007) and daughter Sofia in Heidelberg, Germany.
- Yuliya was a part of a Russian children's singing band Neposedi from 1994 to 1999.
- Was a member of duet t.A.T.u. with Lena Katina from 1999 to 2009. The band had five short reunions between 2011 to 2016. The members of t.A.T.u. were under an extremely tight contract when they started out. It dictated what they did, said, and even what they felt. Volkova was told to ignore questions from reporters, frown, and look clearly upset to further the contrast between herself and band-mate, Lena Katina.
- When t.A.T.u. began making an English version of their first album, her name Yuliya was westernized by making it Julia.
- Has two children: one daughter, Viktoriya Volkova (b. September 23, 2004), with ex-boyfriend Pavel Sidorov, and one son, Samir Yasinov (b. December 27, 2007), with ex-boyfriend Parviz Yasinov.
- On tour for t.A.T.u.'s recent album, Dangerous and Moving or Lyudi Invalidy. (2007)
- She revealed in 2013 that she had converted to Islam three years prior. She back to orthodoxy in 2016.
- In June 2017, she admitted that her biggest salary for one concert was $500,000 and it was in Japan during her time in t.A.T.u. She was not even 20 at the moment and she later bought an apartment in Moscow on her own money.
- As a part of the band t.A.T.u., she represented Russia in the Eurovision Song Contest: Latvia 2003 (2003) along with Lena Katina and they finished 3rd out of 26 entries.
- Has lost contact with fellow t.A.T.u. singer Lena Katina after the band was dissolved in 2009. In 2012 Volkova was diagnosed with thyroid cancer but Katina didn't knew it until next year when Volkova met her and admitted that she was sick. Katina supported Volkova on her cancer battle.
- Russian singer best known as a member of the girl group t.A.T.u., who became well-known for their single All the Things She Said.
- She was a member of the children's chorus Neposedi at age 9.
- She and Lena Katina are both members of t.A.T.u..
- In many interviews, Volkova has officially stated that she is bisexual, stating, "I still like boys and girls. Even my current husband Volodya, sitting in front of me would confirm that he knows about my stories with the girls. For me, this is a current issue. Quite recently, I had a girlfriend that I liked ... This is not even the echoes of the past, this is what I now live in...".
- She made her acting debut in the 2011 drama You and I, about two teenage girls who fall in love at a t.A.T.u. concert.
- (February 8, 2020) Had a surgery on the vocal cords in the USA.
- Working on a new t.A.T.u. album. (2007)
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