Roman Markholia went to school in Sukhumi (Georgian SSR) and in the age of 18 moved to Moscow (RSFSR) to enroll to Russian Institute of Theatre Arts.

There he joined courses of drama theatre directors headed by People's Artist of the USSR Iosif Tumanov [ru] and was the youngest of students.

Roman Markholia graduated from the Institute with red diploma and moved to Lvov (Ukrainian SSR) to work in the Theatre of Soviet Army's Carpathian Military District where his professional career started.

The very first his work, a play called Sashka, based on a story by writer Vyacheslav Kondratiev, brought him a grand prix at a republican theatre festival and notability in Ukraine.

Many of future prominent theatre directors asserted themselves at those events, among them: Sergey Zhenovach, Andriy Zholdak, Ovlyakuli Hojakuli, Yevgeny Kamenkovich, Dmitry Bogomazov, Andrey Zhitinkin, Igor Larin and many others.

These proceedings, which included intense festival activities and massive public response, were negatively accepted by conservative part of Roman Markholia's theatre crew.

[7][5][8] He also started to teach actors at courses headed by Andrei Tolubeyev at Russian State Institute of Performing Arts (subdivision of Tovstonogov Bolshoi Drama Theater).

In 2004 Roman Markholia participated as assistant director in Edinburgh International Festival, staging Anton Chekhov's The Seagull together with Peter Stein.

From 2006 till 2010 he, together with Sebastian Kaiser, organized and carried out the festival "Balaklava Odyssey" dedicated to contemporary art and multimedia, residing at former fortification structures.

The festival gathers in Sevastopol military orchestras of Russia, Ukraine, Germany, France, Poland, Algeria, Belarus, Greece and other countries.