I guess the main classic set at that period is
Doctor Zhivago by Boris Pasternak. You probably have read it already.
I enjoyed
Sashenka by Simon Montefiore. It is divided in three parts and only the first one is set at the time of the Russian Revolution, so I can recommend you only 33% of the book.

Well, that's better than nothing, I hope.
The first part narrates how a rich schoolgirl, Sashenka, joins the Communist Party just before the Russian Revolution. In the second part, Sashenka, who now lives in the Moscu of Stalin, falls in disgrace. And in the third part her daughter hires a historian to investigate if Sashenka is still alive and what became of her after her disappearance.
Simon Montefiore is a reputed historian and I admire how he recreates the "feeling" of each period. I like his writing style, but it becomes rather conventional sometimes, especially when narrating the main love story of the book. I wouldn't say it's a great novel, but I enjoyed it, for the most part.