Sergei Diaghilev took her with the Ballets Russes and she danced the title role of "Cléopâtre" in the Paris season of 1909, and Zobéide in "Scheherazade" in 1910. Both ballets were choreographed by Fokine, and designed by Leon Bakst. Her partner in "Scherazade" was Nijinsky. "Scherezade" was admired at the time for its racy sensuality, costumes and design. Its music is by Rimsky-Korsakov. For a long time the ballet was rarely performed. It is in the repertoire of the Mariinsky Ballet at present, and was performed by them in London 2011. Rubinstein left the Ballets Russes in 1911.