She formed the Mullova Chamber Ensemble in the mid-1990s. The ensemble has toured Italy, Germany, and the Netherlands and has recorded the Bach violin concertos on Philips Classics. She was nominated for a 1995 Grammy Award for her recording of the Bach Partitas, and she won a 1995 Echo Klassik award, a Japanese Record Academy Award and a Deutsche Schallplattenkritik prize for her recording of the Brahms violin concerto. Her recording of the Brahms B major Trio (no. 1) and Beethoven's Archduke Trio with André Previn and Heinrich Schiff was released in 1995, receiving a further Diapason d'Or.