Rosina Lhévinne was a student of Josef Lhévinne, having taken private piano lessons from him while he was a student at the Moscow Conservatory.
The couple married in 1898, when Josef married his former student Rosina Bessie. In January 1906 they left Russia for New York because of the 1905 Revolution, and from 1907 were based in Berlin; they lived there through 1919 before moving to New York in 1919. Josef Lhévinne taught at the Juilliard School from 1922 until his death, with Rosina Lhévinne serving as his assistant. They also performed concerts together in an ensemble, playing works for two pianos. After Josef's death, Rosina became his successor at the Juilliard School.