Mariya Kolmogorova, the youngest of the five Kolmogorov sisters, was born in 1871 in Yaroslavl. Like all children in the family, she was baptized in the Church of All Saints in Proboynaya Street. The Mariinskaya Women's Gymnasium, where the Kolmogorov girls went to, was located in the same street. By the time the youngest sister started school, her older sisters had already graduated. Following the example of her sisters Sofia and Nadezhda, Mariyacontinued her studies in additional classes at the gymnasium for two more years after completing the main course. In 1891, she received a certificate entitling her to teach in primary school and work as a private tutor.

In the gymnasium, girls studied exact sciences, such as arithmetic, geometry, and algebra, among other subjects, so Andrei Kolmogorov's aunts were proficient enough to teach him his first lessons in mathematics.

According to the Kolmogorovs' friends, Vera and Mariya attended women's courses in Moscow. The sisters held liberal views and copied banned literature, which even led to their arrest.

In the early 1900s, Mariya met Nikolai Kataev in Yaroslavl. They became common-law partners and had a daughter, Tatiana, who died at the age of 9 months. In 1903, after vacationing in Crimea, Mariya stopped in Tambov on the way to Yaroslavl, where at her friend Concordia Koravko's place she gave birth to her son Andrei. Mariya died right after his birth. Her sister Vera brought her nephew to Yaroslavl and then to Tunoshna, where he lived until he left for Moscow.