Volchkov began his career in 2004 in the Ukrainian Second League with FC Enerhiya Yuzhnoukrainsk and later played with MFC Mykolaiv.

[1] In 2007, he played in the Ukrainian Amateur Football Championship with FC Bastion Chornomorsk and won promotion to the Second League in 2008.

[14][15] In January 2015, Volchkov joined Armenian side Ararat Yerevan on trial,[16] before later signing permanently for the club.

[5] Six months later, in June 2015, Volchkov moved to fellow Armenian Premier League side Alashkert.

[20] After his release from Zaria, he returned to his native country to once more play in the second-tier league this time with Hirnyk-Sport Horishni Plavni.

[23][24] His final season in the Ukrainian circuit was in the 2016-17 campaign after he signed with newly promoted Inhulets Petrove in the summer transfer window.

[37] In the first round of the postseason, he contributed a goal against Kingsman SC but was eliminated from the competition after a penalty shootout.

[40] In the preliminary round of the postseason, Vorkuta defeated the Serbian White Eagles to advance to the championship final.