Fashion is a thread that connects the world, as balled up as it may sometimes seem. Now the Soviet Union, whose sudden appetite for better clothing is considered largely responsible for the recent steep climb in the cost of wool and the consequent rise in the prices of clothing in America, shows signs of becoming a market for a struggling Seventh Avenue.

An American company, Design Expo International, is sending models, stylists and trunkloads of designer clothes to Moscow today to stage U.S. Fashion Design Week. The group will put on three fashion shows between tomorrow and Sunday.

The shows will include clothes by Mary McFadden, Bob Mackie, Carmelo Pomodoro, Carolina Herrera, Carolyne Roehm, Anne Klein, Michael Kors, Donna Karan, Liz Claiborne, Adrienne Vittadini and others. Soviet chic will also have its day. ''The Soviet people have shown an immediate need and desire for American fashion merchandise,'' said Michael Owen of Design Expo International, which arranged the fashion week with funds from various design houses.

So far, there is no American apparel selling directly to the Soviet people, although Hart, Schaffner & Marx, in a cooperative venture, makes garments in the Soviet Union for sale in ''commission'' stores, where Government officials are allowed to shop for foreign merchandise.

''The import-export talk is an outgrowth of glasnost,'' said Lawrence Brill, the senior program analyst in the Office of Textiles and Apparel of the United States Department of Commerce. ''Then you come up against the Soviet bureaucracy, the multitude of people not used to consumer products. You have to deal with the right commissar, so to speak.

''The Soviets are more interested in licensing and technology than in imports. But that could change.'' Banished Reporters

It's a tough business, a personal business, but above all, a catty business.

In a revival of a time-honored pattern in the fashion industry, Calvin Klein refused to admit Michael Gross, a contributing editor of New York magazine, to the showing of his spring fashions in New York earlier this month.

Not only was Mr. Gross banned from the show, but New York magazine, which ran his story focusing on Mr. Klein's personal life, has also not had a Klein advertisement since June 27, when the designer got wind of the article, which ran in July.

Although the banning shocked some people, it was far from a first in the industry. When Hebe Dorsey, then the fashion reporter for The International Herald Tribune, offended the Christian Dior designer Marc Bohan in the 1970's, she was banned from the showing of the Dior collection. Ms. Dorsey retaliated by writing about what she did instead - a hilarious account of an afternoon at her hairdresser's.

In the 60's, the designers Balenciaga and Givenchy decided they didn't like the way their shows were being covered, so they barred daily newspaper coverage, permitting reporters only to view the collections five weeks after they had been shown on the runways. (Journalists published anyway, from sketches and second-hand reports.) This is not the first time Mr. Klein has demonstrated displeasure over his coverage. Priscilla Tucker, the fashion editor of The Daily News from 1978 to 1982, was banned from his shows after she wrote an unfavorable review in 1979. Ms. Tucker, who said, ''All the best people have been banned,'' links the practice to the development in the last decade of considerable fortunes - and egos - among designers.

''It was a period when designers were getting so wealthy they figured they were above criticism,'' she said. ''It was also when the advertising took off; for example, Ralph Lauren's multiple pages in magazines and Calvin's fantastic underwear ads. They felt they certainly didn't need poorly paid fashion editors telling them about their clothes. They were saying what fashion was and fashion was what they said.''

Who loses in this kind of exchange? ''It's a no-win game,'' said Andrew Jaffe, the editorial director of Adweek magazine. ''Anybody who uses the power of advertising to influence a good magazine ends up antagonizing the magazine, and doesn't achieve the goal of more favorable coverage. The pulling of ads also denies access to the readers.''

Neither Edward Kosner, the editor and publisher of New York magazine, nor executives of Calvin Klein Industries would comment on the amount of money Mr. Klein has spent on advertising in the magazine. But an industry source estimated that Calvin Klein advertisements bring the magazine $500,000 yearly.

Meanwhile, Mr. Gross, who used to be a reporter at The New York Times, would not comment on his banishment from Klein showings or on reports that he has also incurred the wrath of Christian Lacroix. A spokesman for the Lacroix house said: ''Sometimes a house will express its displeasure with its seating arrangements. It's unlikely Michael Gross will be sitting in the front row at Lacroix's future shows.'' In other words, bring binoculars.