Kolesnikov played with the PBC CSKA Moscow junior team in Russia between 2002 and 2004. In 2004, he moved to fellow Russian side CSK VVS Samara, where he competed with the club's second team.[1] In 2005, he moved, this time to PBC Ural Great, where he saw action in the 2005-06 ULEB Eurocup.[2]
After one more season in Russia, where he saw little playing time, he moved to Latvian side BK VEF Rīga. Kolesnikov had two highly successful seasons with the squad, leading the team to the 2009 Latvian league title and winning the 2009 Baltic Basketball League Challenge Cup MVP.[3] On the heels of his success in Latvia, Russian side Spartak Saint Petersburg signed Kolesnikov to a two-year deal in 2009.[4] He averaged 7.5 points per league game in his first season with the team and also competed in the ULEB Eurocup 2009–10.[5] He will again compete with the team at the ULEB Eurocup 2010–11.
Kolesnikov joined UNICS in 2017. He averaged 6 points and 2.7 rebounds per game during the 2019-20 season. On August 18, 2020, he re-signed with the team.[7]