Since 1909 Goncharova worked in the theatre; she designed the performance Die Hochzeit der Sobeide by H. von Hofmannstahl in private studio of K. Kraft in Moscow. Goncharova designed the ballet The Golden Cockerel by N. A. Rimsky-Korsakov for S. Dyagilev’s enterprise in Paris (1913), performance The Fan by C. Goldoni for Moscow Chamber Opera Theatre (1915). In 1911–1915 Goncharova was engaged in applied arts; she made sculptures, panels, decorative friezes for private mansions in Moscow.

In 1915 S. Dyagilev invited Goncharova to work as a set designer for Russian seasons and Goncharova left Russia. In 1915–1918 she lived in Switzerland, Italy, Spain, and France; since 1918 she lived in Paris. For Dyagilev’s enterprise Goncharova designed ballets Russian fairy tales by A. K. Lyadov, Spainby M. Ravel, Night at Bald Mountain by M. P. Mussorgsky, Les Noces and The Firebird by I. F. Stravinsky.

Abroad Goncharova was engaged in easel painting and graphic art. She published album with pochoirs Theatre portraits (1915–1916). Goncharova exposed her works at the Autumn Salon, Salon of Independents and Salon Tuileries. She participated in exhibitions of Russian art abroad, international exhibitions in Rome (1923), Dresden (1926), and Bordeaux (1927).

In 1930s–1940s Goncharova created scene and costume designs for many theatres of Europe and America: Sorochinsky Fair by Mussorgsky (Buenos Aires, 1932), The Tale of Tsar Saltan by Rimsky-Korsakov (Kaunas, 1932), Paris Life by J. Offenbach (New York, 1933), Mephisto Waltz by F. Liszt (Paris, 1935), The Barber of Seville by G. Rossini (London, 1948) and others.

Personal exhibitions of Goncharova were held in Rome (1918), in Paris (1918–1920, 1926, 1931, 1939, 1948, 1952, 1956, 1958), in New York (1923), in London (1926), Milan and Bale (1961). Big retrospective exhibitions of works of Goncharova and Larionov were organized in London (1961) and in Paris (1963). In 1968 the exhibition of Goncharova’s pastels was held in the Pushkin State Museum of Fine Arts.

Natalia Goncharova was an outstanding artist of the first half of the 20th century; she was one of the most significant figures of Russian avant-garde. There were some periods in her creative work: impressionism (1903–1906), primitivism (1906–1911), futurism (1911–1912), and rayonism (1912–1913). Later she painted in different styles, but preferred primitivism elements. Sometimes Goncharova returned to themes and motifs from her early creative work. Stylization, contrasting colors, naïve perspective and proportions were characteristic to her theatre works.

Works by Natalia Goncharova are in many museum collections, including the State Tretyakov Gallery, the State Russian Museum, the Pushkin State Museum of Fine Arts, A. A. Bakhrushin State Central Theatre Museum, the Pompidou Center in Paris and others.