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The day after the fateful ball where Kitty realizes that Vronsky's affections have turned to Anna, Anna readies herself to leave Moscow for Petersburg.
It's clear that something has changed in Anna—Dolly's children, mysteriously, are no longer interested in playing games with her.
Dolly goes to question her about this new mood. Anna basically avoids the question.
Dolly compliments Anna for having achieved the near impossible: Dolly's reconciliation with Stiva. Dolly further pushes the point, saying that Anna has such a good heart.
Anna argues that she does have skeletons in her closet. She confesses to Dolly that she is leaving today because of what happened last night. Anna knows that Kitty had a terrible time at the ball, and that it's Anna's fault.
Anna tells Dolly that she's become very fond of Kitty, and would hate for them to become enemies. She's sure that Vronsky feels nothing serious for Anna, and that it will all be forgotten.
Dolly's not a fan of Vronsky marrying Kitty anyway.
Oblonsky comes in to take Anna to the train station.
Dolly whispers to Anna: "I'll never forget what you did for me." Dolly promises to love Anna as her best friend.