Volkonsky did not take up canoeing until the relatively late age of fifteen, when he was persuaded by friends to switch from judo.

In 1999 he won two gold medals at the senior European championships in Zagreb in the C4 500m and C4 1000m.

The same year he won the C4 1000m gold medal at the world championships in Milan.

In 2002 European Championship in Szeged he won two medals (500m silver and 200m bronze).

Two years later he returned to Poznań to win two more European silver medals (200m and 500m).