Aug was born in Leningrad, RSFSR, Soviet Union, and spent her childhood in Narva, Estonian SSR. Her paternal grandfather was Estonian. In 1993, Yulia graduated from the Russian State Institute of Performing Arts and was accepted into the troupe of the Youth Theater named after A. A. Bryantsev, where she served for ten years, until 2004, playing eight main roles: Sophia in Woe from Wit, Mermaid in Pushkin's Mermaid, Lady Macbeth in Macbeth and others. In 2010 she graduated with honors from the directing department (remote learning) with a degree in Theater Directing of the Russian Institute of Theatre Arts in Moscow (workshop of Joseph Raihelgauz).