Yuri Kolokolnikov was born on December 15, 1980, in Moscow, Soviet Union, to a Russian father and a Canadian mother. His parents divorced shortly after his birth, and his mother moved to Canada with Yuri and his brother in 1985, making him a citizen of both Russia and Canada.
As a child, Yuri was known for being unruly and uncontrollable, and his mother was unable to cope with his behavior. She sent him back to Russia to live with his father, where he began to develop a passion for acting.
Kolokolnikov's early start in the entertainment industry came when he was just a child, with a small role in the film Zheleznyy zanaves (1994). He continued to work in children's shows and eventually attended the Boris Shchukin Theatre Institute, where he graduated in 2000.
After graduating, Yuri moved to Hollywood, where he worked part-time jobs as a waiter, courier, and loader while trying to break into the American film industry. However, he was unable to achieve success and returned to Moscow.
Since 1998, Kolokolnikov has appeared in more than forty films, including the television series The Murderer's Diary (2003) and the staging of Sweet Bird of Youth at the Sovremennik Theatre. He has also played roles in the television series Game of Thrones (2011) and The Americans (2013).
In 2014, Yuri played the role of Styr, Magnar of Thenn, in the fourth season of Game of Thrones, and in 2015, he appeared in the Russian sitcom Ozabochennye (2015) and the criminal series The Method (2015). He also had a lead role in the Russian comedy film Zavtrak u papy (2016),which tells the story of a wealthy man who discovers he has a 10-year-old daughter.
In 2017, Kolokolnikov appeared in the American action-comedy The Hitman's Bodyguard (2017),playing the role of a Belarusian mercenary leader named Ivan.