Kolesnikov played with the PBC CSKA Moscow junior team in Russia between 2002 and 2004.

In 2004, he moved to fellow Russian side CSK VVS Samara, where he competed with the club's second team.

[2] After one more season in Russia, where he saw little playing time, he moved to Latvian side BK VEF Rīga.

[3] On the heels of his success in Latvia, Russian side Spartak Saint Petersburg signed Kolesnikov to a two-year deal in 2009.

[4] He averaged 7.5 points per league game in his first season with the team and also competed in the ULEB Eurocup 2009–10.