Budberg was widely suspected of being a double agent for both the Soviet Union and British intelligence and has been called the "Mata Hari of Russia", after the famous Dutch exotic dancer and accused spy. She is known to have visited the Soviet Union at least twice after the 1920s: first in 1936 for the funeral of Gorky (which made people call her an agent of the NKVD) and again at the end of 1950, with a daughter of Alexander Guchkov.