An alumnus of the Page Corps, he started the military service in the Imperial Guard (Russia) of Preobrazhensky Regiment.

Dzhunkovsky served as adjutant of Grand Duke Sergei Alexandrovich, the head of the Moscow City Board of the People's Soberness Trusteeship and the Chief of the Special Corps of Gendarmes.

[3] Two years later, in June 1915 he was responsible for a report on the drunk Grigori Rasputin after the alleged incident in the Yar restaurant in March.

In January 1916 Dzhunkovsky was sent to Siberia where he commanded the 15th Siberian Rifle Division on the Western Front (Russian Empire).

[citation needed] In April, 1917 he gained the rank of General-Lieutenant; in September he commanded the 3rd Siberian Army Corps.