Fedorov was born to Viktor and Natalia Fedorov in Pskov. Fedorov claimed he and tennis star Anna Kournikova were married in 2001. Kournikova's representatives deny any marriage to Fedorov, however Fedorov's agent, Pat Brisson, claims that although he doesn't know when they got married, he knew "he was married". Although she claims to have never married the hockey superstar, she did turn over her South Beach condo as part of the divorce. Fedorov was also romantically linked to actress Tara Reid in 2004.