He made his debut for the main squad in the Russian Cup game against FC Torpedo Vladimir on August 6, 2008.
He came on as a substitute in an October 24, 2008 UEFA Cup game against Deportivo La Coruña, making his debut in European competition before playing in any domestic league games.
He was one of the 50 nominees in the 2011 Golden Boy awards, but was not eventually included to the short list.

On 5 June 2018, Shchennikov signed a new five-year contract with CSKA Moscow.
He made his debut for the main squad in the Russian Cup game against FC Torpedo Vladimir on August 6, 2008. He came on as a substitute in an October 24, 2008 UEFA Cup game against Deportivo La Coruña, making his debut in European competition before playing in any domestic league games. He was one of the 50 nominees in the 2011 Golden Boy awards, but was not eventually included to the short list.
On 5 June 2018, Shchennikov signed a new five-year contract with CSKA Moscow.
Georgi Shchennikov