21 in C Major, K. 467, which he wrote on the plane,[3] was praised as "fascinatingly contrapuntal", showing "the guts of a true superartist".

Kholodenko has worked with Yuri Bashmet, Vladimir Spivakov, Constantine Orbelian, Mark Gorenstein, Alexander Rudin, Dmitry Liss, Eugeny Bushkov, Alexander Sladkovsky, and other conductors, and has performed in Austria, China, the Czech Republic, Finland, France, Germany, Israel, Italy, Ireland, Japan, Lithuania, Poland, Romania, Russia, Switzerland, and the United States.

An avid chamber musician, he performed and recorded a CD with violinist Alena Baeva, and formed a piano duo with Andrey Gugnin dubbed "iDuo".

On 17 March 2016, Kholodenko's two daughters were found dead and his estranged wife, Sofya Tsygankova, injured inside their Benbrook, Texas, home.

On 16 July 2018, a judge found Tsygankova not guilty by reason of insanity and ordered her committed to a psychiatric hospital.