[3] Menshikov had his debut role in the 1980 television film Zhdu i nadeyus (Russian: Жду и надеюсь; English: I'm Waiting and Hoping) by Suren Shazbazyan.

Menshikov first attracted international media attention in the Globe Theatre production When She Danced, for which he won the 1992 Laurence Olivier Award for Best Actor in a Supporting Role.

He gained further success with Nikita Mikhalkov's Burnt by the Sun, in which he portrayed a manipulative and suicidal NKVD agent during Joseph Stalin's Great Purge.

His most recent credits include performances in the television series Prime Suspect 6 (2003), films The State Counsellor (2005) as Erast Fandorin and Legend № 17 (2013) as Anatoly Tarasov, and the miniseries Doctor Zhivago (2006).

[5] Menshikov is a three-time winner of the annual State Prize of the Russian Federation for his outstanding contribution to film art.