Ekaterina Alexandrovskaya, who represented Australia at the 2018 Olympics in Pyeongchang, has died aged 20 after falling out of the window in Moscow, her coach said on Saturday.

There was no immediate comment from Russian law enforcement agencies but according to her coach Andrei Khekalo's interview with AFP, the young woman had fallen from a sixth-floor window in central Moscow.

Russian media said she had left a note reading "Lyublyu (I love)", suggesting it could have been a suicide.

Khekalo said Alexandrovskaya missed a training session in January and was afterwards diagnosed with epilepsy and quit the sport.

Even before she was diagnosed with epilepsy she suffered from depression, he added.

"I tried to get her to stay in sport at my own peril," Khekalo said.

"She was fearless. She was like a fish in the water," he added.

Overlooked by the Russian system, Alexandrovskaya switched countries and partnered up with Harley Windsor, who eventually became Australia's first Aboriginal athlete to take part in the Winter Olympics.

The pair were crowned world junior champions in 2017, claiming Australia's first global figure skating title and qualifying for the Olympics in Pyeongchang.

Windsor said he was "devastated and sick to my core about the sad and sudden passing of Katia."

"The amount we had achieved during our partnership is something I can never forget and will always hold close to my heart," he said in a statement on Instagram.

Peter Lynch, president at Ice Skating Australia, called Alexandrovskaya "a brilliant athlete with incredible drive and determination."

She and Windsor "did what many thought impossible", he said in a statement.

"Together they created greatness that will rest in the Australian record books for many years."

(With input from AFP)

(Cover image: Ekaterina Alexandrovskaya (L) and Harley Windsor of Australia compete in the Pairs Free Skating during ISU Four Continents Figure Skating Championships in Gangneung, South Korea, February 18, 2017. /VCG)