Some sights still trouble Elena de Villaine. "Even now, I can't bear the sight of snow," she says. "For me, snow is blood. And I think my brother Kyril is the same." She is talking about events in her childhood more than 90 years ago, when she and her brother were growing up in St Petersburg in the midst of the Russian revolution.

This month sees the anniversary of Lenin's return to Russia in 1917, the event that signaled the beginning of the end for the old regime. Kyril and Elena are now some of the last people alive who lived through that time and can still remember it in detail. And, thanks to their family's position, they had a ringside seat to a revolution. The two saw Rasputin relaxing in the street, witnessed street battles between Bolshevik and government troops, saw soldiers mutiny against their officers, and survived famine and death threats, before escaping to the West.

I went to visit Kyril Zinovieff at his home in Chiswick, west London. Now 99 years old and completely blind, he nevertheless looks and talks like a man at least 20 years younger. He has nearly a full head of white hair, and illustrates each point with emphatic, sweeping hand gestures. His voice, now slightly hoarse, is a charming mix of 1920s BBC announcer (he went to an English public school after leaving Russia), and the occasional Slavic rolled "r". As he can no longer read, he uses cassette tapes and audio books, played with a bulky tape machine which he works by feel. Along with a self-depreciating sense of humour, he retains a photographic memory of his early childhood.

Elena is also becoming physically frail, but has the same clarity of mind. When I spoke to her on the phone at her home in rural France, she was happy to be interviewed at length in English: merely her third language, after Russian and French. "I always thought I'd probably marry an English man," she laughs when I ask her about this. "Although [in St Petersburg] we didn't speak English – we spoke French and Russian. But then I married a French man and came to France."

Speaking to both of them, there is sense of a lost era of European culture: the same cultured and cosmopolitan Russian elite that produced Tolstoy and Turgenev and later Diaghilev and Nabokov. Kyril himself went on to be an acclaimed translator of Russian literature into English. At one point, he tells me: "If there is one book that sums up the world of our childhood, it would be Anna Karenina. But that doesn't matter in the least, now. It's all gone for ever."

In 1917, it was a world that still existed, albeit precariously. Kyril was just seven years old, Elena was eight, and they and their siblings were growing up in one of the more powerful families in tsarist Russia. Their grandfather Alexander Zinovieff had been the governor of St Petersburg. Their father was a "Marshal of Nobility". "A silly title, like being chairman of a county," Kyril explains, "except, of course, the counties were usually the size of France or Germany." All this should have made for an easy, comfortable childhood. In fact, it marked them out as possible enemies of the revolution once the Bolsheviks came to power.

There were already signs that things were changing. On one occasion, the two children were walking in a smart area of the city when they saw a carriage stop by the side of the road. "It had two men in it – they both had rather big beards and very white flashing teeth. And they were fairly laughing their heads off," Kyril remembers. "And so, of course, I asked my nanny, 'Who's that man?'" He pauses. "She said, 'Well, that is a man called Rasputin.'"

A turning point in the fall of the old regime took place outside the family home in St Petersburg. A military parade was being held near Tsar Nicholas's former residence, the Winter Palace. Kyril and Elena remember watching from their nursery window, and seeing the marching suddenly stop. Then an officer separated himself from the ranks. Kyril describes peering down at the scene, and wondering what had gone wrong. "Why aren't they marching? Why is he talking to them? What's happening?" And then, without warning, the officer dropped to the ground. Ninety-three years later, Kyril mimes the way the man's arms flew back as he fell into the snow. "We realised then," Elena says, "that the soldiers had begun shooting their officers."

Sitting with their nurse and their mother, the Zinovieff children watched as the parade turned first into a mutiny, and then into a massacre. At one point, their nurse unwisely shouted down to the soldiers, and was told in no uncertain terms to keep her head down. For the young Kyril, this was as shocking as the violence itself. "I thought, my God, they're brave! To speak to my nurse like that! The whole thing was so extraordinary. So amazing. I thought the end of the world had come."

Elena remembers the effect of the gunfire on the buildings in the street. "The windows were trembling, some of them were broken, and they were shooting at the Winter Palace. We could see it! We could see all the blood that was on the snow." That evening, for the first time, they all slept on the floor on mattresses to avoid stray bullets.

As the revolution progressed, supplies of food began to break down, and famine took hold. At first, wealthy families such as the Zinovieffs were better placed than most to cope. Kyril describes how peasants from their rural estate would arrive laden with bags of food. "They would walk there on foot. It must have been about 40 miles. And it always the same – dried vegetables. It was lighter to carry, you see." Then that arrangement began to fail, as the revolutionary government tightened its control on private enterprise. The peasants who had once helped them were arrested: "They were all shot, poor things."

Eventually, even the Zinovieff children themselves began to suffer from starvation. Elena remembers the amazed reaction of a doctor who later examined them in England. "He said to my mother, 'You'll never be able to get your children healthy again. With children who have suffered from famine as they have, you won't be able to save them.'" Telling the story now, she pauses. "But, as you can see, Kyril is nearly 100, and I am 100, so ..."

As well as shortages of food, the early days of the revolution and civil war were marked by arbitrary violence, later known as the Red Terror. Kyril still sounds amazed at what they lived through during this period. "Our friends were being killed – that's what we saw. Somebody would enter your house and then would murder – murder! – everybody. 'You are not fit to live – you certainly are not!' Bang, bang, bang, and they were killed."

For Elena, one of the greatest shocks came with an attack on her grandfather, a senior general in the tsarist army. Seized by a group of Red Guards, he was saved from summary execution when one of his captors recognised him, and allowed him to play dead after a beating. "They left him like that on the pavement. He was the one who suffered most – most physically – of all of us."

Some time later, there was an anonymous phone call about their father, Leo. "They didn't say hello, they didn't say goodbye. They just said, 'Leo is on the list.' That's all," Elena explains. "We knew then that my father was to be shot." The family decided to leave that night. A coachman whose mother had once been helped by the family agreed to smuggle them into Estonia. He was later executed for helping refugees. The family's overweight cook also helped them, and followed them into exile. "Don't worry," Kyril remembers her saying. "I have such large breasts, you can hide your banknotes under them. The guards will never be able to lift them."

For the adults, it must have been a terrifying journey. But some of the children reacted differently. Kyril remembers nothing but excitement during the night-time dash to the border. He was fascinated with the new communist placards and slogans that covered the frontier. One had a quotation from a poem which he can still quote word for word in Russian: "It means: 'To annoy all the bourgeoisie in the world, we will now set alight a world fire!'" Elena, a little older, understood the danger better. "I can remember it all very well. We were woken up in the middle of the night, and we were dressed to go away. I had a sort of a trembling fit – I trembled like anything!"

They made it to Estonia, but they were among the last to do so by that route. The next day, the border crossing was closed. The family lived for some time on their estates in Estonia, before eventually settling in London. Kyril's first impressions of coming to Britain in 1918 are vivid. "I'll never forget how garden-like London was. This vast number of trees and parks, you know? And it was so warm. April... April in St Petersburg, you needed a dozen coats to go out. And then suddenly this warmth. This sun all the time... Well, it wasn't winter any longer."

It was a more modest and middle-class, but safer, life than they had been used to. In St Petersburg, the family had had their own box at the ballet, with butlers serving dinner in the interval. In London, in the 1920s, Kyril watched his favourite Russian ballerinas from the gallery at Sadler's Wells. "Of course, there was no box to go to, so it was different. Yes, it was different..." He trails off for a second. "But, still. I enjoyed it very much, very much indeed."

He, Elena and other White Russians of their generation were young enough to make new lives in the West. Kyril married an English woman, took British citizenship and worked for the Foreign Office. In the run-up to the Second World War, he was one of the Foreign Office staff in Prague when Hitler invaded Czechoslovakia.

Elena grew up in London and moved to France to live with her husband. I ask if she now feels at all Russian. The question has her dancing back and forth between different answers. "No, I'm French! But... I'm Russian, yes I'm Russian. But French also. But somehow... somehow... one never feels differently than Russian."