An excellent equestrian sportsman, he also studied for a year at the cavalry school at Pinerolo in Italy under Captain Federico Caprilli, known as "the father of the modern forward seat".

After successfully participating in London (1911), winning the King Eduard VII Cup[citation needed], he competed in the 5th-placed jumping team for Russia at the 1912 Olympic Games in Stockholm.

[4] In 1919 General Nikolay Yudenich appointed Rodzyanko (then commander of the Whites' Northern Corps) as his aide, where he led the counter-offensive actions against the Reds and participated in the unsuccessful advance on Petrograd.

Once the Northwestern Army had been pushed back to Narva, Estonia, on 23 November 1919 Yudenich sent him to England to seek financial support for the further anti-bolshevik combat.

Aleksandr Pavlovich Rodzyanko became president of the Chevalier Guards association, wrote memoirs[6] and died in New York City aged 90.