Gretchaninov started his musical studies rather late because his father, a businessman, had expected the boy to take over the family firm. Gretchaninov himself related that he did not see a piano until he was 14 and began his studies at the Moscow Conservatory in 1881 against his father's wishes and without his knowledge. His main teachers there were Sergei Taneyev and Anton Arensky. In the late 1880s, after a quarrel with Arensky, he moved to St. Petersburg where he studied composition and orchestration with Nikolai Rimsky-Korsakov until 1893. Rimsky-Korsakov immediately recognized Gretchaninov's extraordinary musical imagination and talent and gave him much extra time as well as considerable financial help. This allowed the young man, whose parents were not supporting him, to survive. Out of this came an important friendship, which only ended in 1908 with Rimsky's death. As such, it is not surprising that Rimsky's influence can be heard in Gretchaninov's early works, such as his String Quartet No.1, a prize-winning composition.

Around 1896, Gretchaninov returned to Moscow and was involved with writing for the theater, the opera, and the Russian Orthodox Church. His works, especially those for voice, achieved considerable success within Russia, while his instrumental works enjoyed even wider acclaim. By 1910, he was considered a composer of such distinction that the Tsar awarded him an annual pension.

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