Bure was born in Moscow in 1971 to Vladimir and Tatiana Bure. At age 12, his parents separated, and he remained with his mother. Vladimir Bure, a Russian swimming legend, had dreams of Pavel becoming a professional swimmer, but he aspired to play hockey at an early age. He attended his first tryout with the CSKA Moscow hockey school at the age of six, despite his limited skating ability.

At age 16, Bure began his professional hockey career playing for CSKA Moscow. He was invited to the senior club's training camp for the 1987-88 season. Although he was deemed too young, and not yet ready, for the Soviet League, Bure earned minimal playing time filling in for absent regulars. He made his debut in September 1987, and played five games for the senior team, scoring his only goal in his first game.  Bure joined the club full-time in 1988-89 and amassed 17 goals, a Soviet League record for rookies. The record would last for 18 years until Alexei Cherepanov scored 18 goals in 2006-07. Bure added 9 assists for 26 points to earn the league's rookie of the year honours. His individual success helped CSKA Moscow capture their thirteenth consecutive Soviet championship and twelfth consecutive IIHF European Cup in 1989 (they repeated as European champions the following year).  As a member CSKA, Bure joined a lineup that featured several future NHL players, including linemates Sergei Fedorov and Alexander Mogilny, as well as Igor Larionov, Viacheslav Fetisov, Sergei Makarov, and Vladimir Konstantinov. The combination of Bure, Fedorov and Mogilny formed a promising combination for head coach Viktor Tikhonov, with expectations to replace the previous top Soviet line, the K-L-M combination of Vladimir Krutov, Larionov and Makarov. The trio was short-lived, as Mogilny defected to play for the Buffalo Sabres in 1989, and Fedorov joined the Detroit Red Wings the following year.  In his third and final season with the Red Army, Bure tied for the lead in team-scoring with Valeri Kamensky, tallying 46 points. His 35 goals was second in the league, one goal behind Ramil Yuldashev of Sokil Kyiv. Bure turned down a three-year contract extension in August 1991, which resulted in him being left off the roster of the Soviet team for the Canada Cup.

How tall was Pavel?