The cause of his death on Friday has yet to be revealed. Alexandrovskaya retired in February due to injury.
She was awarded Australian citizenship to compete in the 2018 Winter Olympics with Harley Windsor, an indigenous Australian couples skating couple.
Windsor, who won the world juniors with her in 2017, said he was devastated.
“The amount we have achieved during our partnership is something I can never forget and will always keep close to my heart,” Windsor wrote on Instagram.
Her coach Andrei Khekalo said Alexandrovskaya was diagnosed with epilepsy earlier this year.
“I was not afraid. It was like a fish in the water,” she told AFP.
Ian Chesterman, the head of the Australian Olympic team at Pyeongchang in 2018, said: “Katia … was a vibrant and talented person and an amazing athlete.”
Alexandrovskaya broke barriers with Windsor, who became the first indigenous Australian to qualify for the Winter Olympics.
He had flown to Moscow to meet Alexandrovskaya, saying: “The first time we skated together, we agreed very well.”