How can the loss of connection with history be experienced and expressed? The relationship with the past is difficult to capture and describe, although at some historic moments the emotional connection with the past becomes pivotal. This article introduces the debates on loss and cultivating the sense of losing the past in modernizing Russia in the late 19th – early 20th century. It contributes to the history of emotions, analyzing the discourse on the disappearance of Russian cultural history cultivated by intellectual and artistic circles around the journals Mir Iskusstva, Starye Gody and Iskusstvo in the late Russian Empire, and tracing distinct voices that problematized the relation to earlier times in Russia and promoted the preservation of Russian cultural and historical monuments. The article concludes that the discourse of losing the connection with Russia’s own past played an important role in forming the discourse and practices of Russian heritage preservation.