Katya was born in 1986 in Perm, Russia. Her father is Russian and her mother is of Komi descent. Katya is often erroneously reported as being of partial Somali ancestry. Due to her exotic looks, she is also sometimes mistaken as being from the new wave of Brazilian models.
Shchekina has appeared in Vogue Italia, Vogue Paris and Harpers Bazaar, and has been featured on the cover of L'Officiel (France & Russia). In addition, she has done advertisements for Dolce & Gabbana, Adidas, Juicy Couture, Neiman Marcus, and Bergdorf Goodman. She has also walked the runway for many top designers such as Givenchy, Alexander McQueen, La Perla, Etro, Oscar de la Renta, and Stella McCartney, as well as Victoria's Secret.
In 2008, after graduating, she married and had completed her modeling career.