But the Russian diva has never liked following a script and her final performance in the Olympic arena was no exception as she stormed off into retirement in a huge sulk.
Khorkina was aiming to become the first gymnast to win the same apparatus title at three consecutive Games and had entered the asymmetric bars final as the favourite.
But only seconds into her complex display between the bars, the 25-year-old lost her grip.
Surprisingly, she was not even in the midst of performing one of her gravity-defying release and catch moves when she fell off.
Rotating on the high bar, the Russian simply failed to hang on and was left standing on the matting contemplating her next move.
For a few moments it looked as if she would storm off without completing her routine. Stone-faced, she returned to go through the motions before making a swift exit from the arena.
The woman who had arrived to make history had just finished last out of the eight competitors.
Sunday's dramatics capped a decade-long career in which Khorkina has made a name for herself as a trend-setting gymnast -- but also as a highly temperamental competitor.
BIAS ACCUSATIONS
Only three days after describing the winning of her first all-round Olympic medal -- a silver -- as the best day of her life, she was accusing the judges of bias towards American winner Carly Patterson.
"I knew well in advance, even before I stepped on the stage for my first event, that I was going to lose," she was quoted as saying in the Russian media.
"I practically did everything right, still they just set me up and fleeced me."
One of the most elegant athletes ever to grace the sport, Khorkina certainly did not appear unhappy following the all-round final.
She paraded around the arena draped in the Russian flag, waving and blowing kisses to her adoring fans.
However, Khorkina thrives on being unpredictable and her swansong from international gymnastics was no different.
Despite being so often fed up with the way she has been treated by the sporting authorities, the part-time actress now intends to join their ranks.
"I'd like to work for the International Gymnastics Federation," said Khorkina, who raised eyebrows in 1997 when she posed topless for the Russian edition of Playboy magazine.
"These competitions have shown the sport needs a lot of changes. It should be judged primarily on grace, elegance and beauty rather than simply on mechanic tumbling."
