Shchelokov was born in Almazna, a large Cossack village near Luhansk in Donbas region of Russian Empire, on 26 November 1910.

[4] At the start of World War II, Shchelokov was promoted to the rank of commissar in the Red Army while remaining the chairman of the City Soviet of Dnipropetrovsk.

[11] Five weeks after the death of Brezhnev, on 17 December 1982, Shchelokov was replaced as interior minister by KGB chairman Vitaly Fedorchuk, a measure seen as influenced by Yuri Andropov, Fedorchuk's predecessor as head of the KGB and newly elected general secretary of the Communist Party as well as an opponent of the Dnipropetrovsk Mafia.

[15][16] After leaving office, Shchelokov began work as chief of a police unit at a gas pipeline construction site in Siberia.

[2] On 15 June 1983, he was dismissed from the central committee of the Communist Party on allegations of corruption during his tenure, as part of Andropov's anti-corruption campaign.

[20] It was further argued that Shchelokov spent huge amounts of state money to buy luxury items for personal use.

[22] Shchelokov committed suicide by gunshot to his head using his own hunting rifle from his collection of rarities at his suburban mansion in Moscow on 13 December 1984.