Volkova finished 12th in the all-around at the 2016 Minsk World Cup. On June 17–19, she appeared in her first continental competition, the 2016 European Championships where she finished in 15th place. On July 8–10, she finished 16th in the all-around at the 2016 Kazan World Cup. On July 22–24, at the 2016 Baku World Cup, Volkova finished 8th in the all-around with a total of 71.000 points – a new personal best – and qualified to two apparatus finals.