In Part One, Chapter 9 Levin meets Kitty while ice skating "...at the Zoological Gardens...ice-hills and skating lake...." I wasn't able to find a skating lake in Moscow's current Zoo online, at least not according to Google. But I did find this postcard from a time period not long after the novel was published in 1877.
Ice Skating on Chistye Prudy, 1910
Chistye Prudy, by the way, means clean ponds, but refers to a specific pond that was once used as a dump but was cleaned up in the 18th century. I like this photo nevertheless!