She is the daughter of Russian actress Irina Alfyorova and her first husband, Bulgarian diplomat Boyko Gyurov. After her parents divorced, she was subsequently adopted and raised by her mother's second husband, Russian actor Aleksandr Abdulov.
She and her husband, Russian actor Egor Beroev, have one daughter, Evdokiya, who was born on April 5, 2007. Evdokiya was born in Sicily, Italy, where Egor and Kseniya own a small vacation cottage.