She won approbation for "what is generally agreed to be the longest and most exhausting solo in the history of theatrical dance".
Other notable performances include La Boutique fantasque (1919), The Three-Cornered Hat (1919), Les matelots (1925) and Le Bal (1929).
After the Ballets Russes disbanded, Sokolova returned to England to teach, coach, work on choreography and occasionally perform.
Her last performance was in 1962 when she danced in the Covent Garden Royal Ballet performance of Massine's The Good-humoured Ladies.
In 1945, Henry Gibbs dedicated to Sokolova his book Affectionately Yours Fanny: Fanny Kemble and the Theatre (Jarrolds Publishers, London, 1945); she had helped him trace "authoritative material" (author's note, p.
8).
Sokolova wrote an autobiographical work on her years with the Ballets Russes titled Dancing for Diaghilev (John Murray, London, 1960).
Sokolova had one daughter, Natasha Kremnev (1917–1968), by her first husband Nikolai Kremnev (married 1917).
She subsequently married Leon Woizikovsky, a long-time dancer at Ballets Russes.
When she died on 5 February 1974, in Sevenoaks, Kent, England, she was survived by her third husband Ronnie Mahon.