In 2002 immediately after graduating from the Moscow "Olympus" sportschool Alexander Volkov debuted in the Super League team "Dynamo" (Moscow), led by Viktor Radin. The 17-year old central blocker managed to attract the attention of the coaches of the junior team of Russia, and in April 2003 Volkov won with the Junior national side the European Championships in Croatia.
In the autumn of 2003 Volkov firmly established himself in the starting line-up of "Dynamo" and won with his team his first medals in Russian competitions - "silver" of the Russian Cup and the national championship. In September 2004, the Croatian capital Zagreb once again became a happy city for Russian Volleyball players - the team already appeared under the banner of the youth team, but was still led by Sergei Shlyapnikov, and won the European Championships. One of its key players, Alexander Volkov was soon transferred to Moscow's "Luch" and after the end of the championship of Russia was summoned to the national team and debuted in it on June 4, 2005 at the group stage of the Euroleague in the match against Estonia in Tallinn (3:2).
In August 2005 Volkov again performed for the Russian youth team at the World Championships in India. In the final victory of the Russians Volkov's credit was enormous: due to his powerful serving Yury Marichev's team won a difficult third party and then - the match.
Having played a season in "Luch" under the leadership of Vladimir Alekno, Volkov returned to "Dinamo" and is still currently playing for this team. In the national team with Zoran Gajic, Alexander played irregularly but since 2007 he has become one of the key players of the national team.
Alexander Volkov won the bronze medal at Beijing Olympic Games with Russia.