In 1795 most of Belarus was annexed by the Russian Empire under the rule of tsarina "Catherine the Great". From 1835 to 1915, the Grodno region (including Lunna-Wola) was part of the "Pale of Settlement", an area designated for Jewish settlement. In 1880, 4.8 million Jews lived in this restricted area which comprised Belarus, Lithuania and most of Ukraine (within today’s boundaries) and were granted certain rights which were previously denied by Polish rulers.

Jewish communities in Lunna-Wola were further developed during the second half of the 19th century. The 1851 census notes the Jewish population in Lunna to be 595 residents including 228 males and 367 females. The low male count possibly reflects service in the army and/or casualties during military service. In 1872 Jews of Lunna organized a donation to assist the poor Jewish population in Persia. There is a List of Donors in Hamagid 3 April 1872 (no. 14, p.11).
At the end of the 19th century there were 1,364 Jewish residents in Lunna-Wola, which comprised 75% of the total population.

Education of Jewish children began in a "Cheder", initially was restricted for boys and later, though separate, included girls. In the "Cheder" the children studied fundamentals of Judaism including: Chumash, Gmarah and the Jewish prayers. According to the 1872 donors list, there were two teachers in Lunna: Binyamin Gradzenski and Menachem Weidson. It is most likely that they were teachers in the Cheder. In 1874 Netanel Wolf Labshitz from Lunna published an article in Ha'Levanon Journal, no. 46 (page 367). In this article he advocated for the establishment of Jewish trade schools in the Russian Empire.

In 1907, the modern Cheder ("Cheder Metukan") was established in Lunna with the help of Chaim Sorin, Feivel Mattis and Shishatsky. In the modern Cheder the children studied Hebrew and other subjects in addition to the Jewish studies.
Note: Chaim Sorin was born in Lunna in 1887. Feivel Mattis (b. 1885) was a Hebrew teacher who came to Lunna from another town in the Russian Empire. It is conjectured that the first name of Shishatzky was Hyman (Chaim) who was born in Lunna in 1887. (See: Memoirs/Sorin). According to a 1910 Memorable Book of the Grodno Province there was also a Russian rural school in Lunna and the teachers in charge were: Iushko and Gutkovskiy.

There were synagogues in Lunna and in Wola. Because Lunna and Wola were not yet united, each Jewish community had its own Rabbi and Shochet. Sometimes there were disagreements with respect to the level of Kashruth for meat which was bought outside the town.

Lunna's Rabbis included: Rabbi Eliahu, son of Reb Benjamin Shik, Rabbi Yitzchak-Tzvi Pomerantz-Rubinstein, and Rabbi Mordechai, son of Rabbi Yedidia Pesach (Briep). One of the Wola's Rabbis was Rabbi Abraham, son of Moshe-Nathan Zakhaim.
Rabbi Eliyahu Shik (born in 1809), known as Rabbi Elinka, functioned in Lunna sometime around 1850. Later on, he was a Rabbi in Derechin, Lida, Zager and then in Kobrin where he died in 1874. He is the writer of "Ein Eliyahu" which contains commentaries to "Ein Yaakov". The first volume of "Ein Eliyahu" includes his biography.

      
The front page of the book "Ein Yaakov" with commentaries "Ein Eliahu" (first volume)

 Rabbi Yitzchak-Tzvi Pomerantz-Rubinstein was Av Beit Din (Head of the rabbinic court) during the 1870's. In the book "Yad Eliezer" written by Rabbi Eliezer, son of Rabbi Yehuda Nitzberg, Rabbi Yitzchak-Tzvi was described as genius ("Yillui"). Rabbi Mordechai, son of Rabbi Yedidia Pesach (Briep), functioned between 1885 and 1910 as the head of the rabbinic court. He wrote the books "Darchei Mordechai", published in 1887, and "Chakal Tapuchim", published in 1896. He added to his book the "Kontrast Hatzaba" [note: "Tzaba"- abbr. to: Tzvi ben Aaron] by Tzvi-Hirsh, Aaron Arkin’s son of Lunna. Rabbi Abraham, son of Moshe Nathan Zakhaim, functioned as a Rabbi in Wola before the First World War. He was the son-in-law of the famous Rabbi Hillel Trivosh and is the writer of "Nitei Eithan" (Plants of Eithan).

Under the Russian Empire, Jews were drafted to the Russian army. Many Jews tried various methods to avoid conscription. Some tried to change their names, others tried to register in towns other than the one they grew up while others chose to self-mutilate themselves by various methods including cutting a finger. A list of 1880 Russian Army Deserters includes the following Lunna residents: Aron-Chaim Kagan, Moshe-Itsko Katsel, Kostel Kurazh, Girsh-Yaakov Lachin, Nachman-David Lyubitz, Shlomo Ostile, Mordko Rubinov, Girsh Shmigelsky and Zusman Taplitsky. In the period between 1880 and the First World War, due to resistance to the draft to the Russian army and consequent to the detrimental economical conditions, there was a wave of immigration of Jews from the Russian Empire to the Unites States, Argentina, South Africa and to other destinations. A map of Jewish emigration from Russia during the period between 1889 and 1928 is available. The Ellis Island website under the sub-site "Lunna" (and other spellings, such as: Luna and Luno) lists of more than 150 individuals who entered the USA via Ellis Island during the first two decades of the 20th century.

The 1900 map of Lunna (the only existing detailed map) illustrates the center of the town as a circled square surrounded by residential and religious buildings. The Pravoslavic (Russian Orthodox) Church was located in the middle of the square. East of the church stood two synagogues (marked by two zodiac symbols). Nearby, there was a catholic church. The map also shows roads leading from the center of the town in four directions. Along the South-East road leading to Wolpa (11.4 kilometers) were the houses of Wola surrounded by small farms and a mansion (marked with a symbol G. db-Grazdansky Dvor) and a forest. The road toward the North crossed the Niemen River via a bridge and led to Skidel (15 kilometers). There were brick factories (marked by two symbols of Krip) at the North-West direction. At the South-West direction, there was a stream (marked as Wodotok). There were   five cemeteries (marked by Ki - Kladbiszcze); two Christian cemeteries (marked by a cross), and three Jewish cemeteries located South-West to the Niemen River (the "old" and "new" cemeteries of Lunna and the cemetery of Wola.)

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