According to the Finnish detective police (VALPO), in 1917 he served in military counterintelligence in the Tornio region (north of the Gulf of Bothnia).

From 1919, Sokolov lived in Terijoki, where he headed a reconnaissance point (general leadership in the region was carried out by former warrant officer Nikolai Bunakov).

Since 1923, Sokolov practically headed the counterintelligence of the Russian émigrés in Finland and identified Joint State Political Directorate (OGPU) agents.

In 1927, after the trial of 26 Anglo-Finnish spies in Leningrad, at the request of the Soviet authorities, he was forced to leave Terijoki and settle in Perkjärvi (now Kirillovskoye).

He held the rank of captain and served in the propaganda department of the General Staff of the Finnish Army under the command of Major Kalle Lehmus, where he processed and read out reports from the front line.

He repeatedly traveled to prisoner-of-war camps in Finland and Karelia, where he called the prisoners to fight against Bolshevism and participated in the selection of personnel to be deployed to the rear of the USSR.

Boris Bazhanov met with him in Helsinki and unsuccessfully tried to persuade him to cooperate with the Vlasov movement on the subject of training intelligence personnel.