The ballerina said on Tuesday the Krasnodar Opera and Ballet Theater had axed her from scheduled performances in May and June, suggesting the move was linked to her bid for the mayor of the city that will host the 2014 Winter Olympics.
The theater's spokesman said Volochkova's appearance in only one performance, Giselle on May 2, had been canceled at her request after she complained of feeling unwell.
"We had to promptly find a replacement. But her other performances have not been canceled," the theater official said, adding that the theater planned to continue to engage Volochkova next year.
Volochkova's spokesman said on Tuesday reporters had been calling them for comment after being informed by the theater of the ballerina's "farewell" performance.
Former Bolshoi Theater dancer Volochkova was excluded in the run-up to the April 26 poll, along with a host of other high-profile candidates, over problems with paperwork, including failure to report a source of campaign finance, according to election officials. She lodged an appeal, which was rejected by a local court.
The vote in the Black Sea resort was won overwhelmingly by the pro-Kremlin United Russia party candidate. The campaign came under media spotlight as the new mayor is likely to have a major say in how billions of dollars in government funding for the Olympic Games are spent.