Ekaterina Alexandrovskaya, who was born in Russia but competed for Australia in figure skating at the Olympics, has died in Moscow at the age of 20.

The cause of her death on Friday has not yet been disclosed. Alexandrovskaya retired in February due to injury.

She was granted Australian citizenship to compete at the 2018 Winter Olympics with indigenous Australian pairs skating partner, Harley Windsor.

Windsor, who won the world juniors with her in 2017, said he was devastated.

"The amount we had achieved during our partnership is something I can never forget and will always hold close to my heart," Windsor wrote on Instagram.

Her coach, Andrei Khekalo, said Alexandrovskaya was diagnosed with epilepsy earlier this year.

"She was fearless. She was like a fish in the water," he told AFP.

Ian Chesterman, the Australian Olympics team chief in Pyeongchang in 2018, said: "Katia... was a vibrant and talented person and an incredible 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 matched really well."

It is the second death of an Australian Winter Olympian in 10 days.

Alex Pullin, a two-time world champion snowboarder and three-time Olympian, drowned while spearfishing last week on Australia's Gold Coast.