Yuri's parents divorced early, and the boy, together with his mother, a translator, repeatedly changed their place of residence. Until the age of 10, he lived in the USSR in Kamchatka, in the USA, in Canada. In addition to Russian citizenship, Kolokolnikov has Canadian citizenship. For a long time, he was also a US citizen.
Unable to cope with raising her son, his mother sent him back to Russia to his father. Almost immediately after arriving in Moscow, he went to study at a film school and began to participate in children's plays. Soon his father took him to audition for director Savva Kulish, and the boy was cast in a small role as a street child in the film "Iron Curtain". At the age of 15, he passed the exams for the last two years of high school as an external student and submitted documents to the Shchukin Theater School. On the first try, he was accepted to A.K. Grave's course.
Kolokolnikov's first directors were Pyotr Todorovsky, Mikhail Ptashuk, Vladimir Menshov.
In 2000, immediately after graduating from college, he went to Hollywood. For a year, he lived in Los Angeles and New York, working part-time as a waiter, courier, and loader. Having failed to break into big cinema, Kolokolnikov returned to Moscow. Kolokolnikov meets director K. Serebrennikov, who invites him to play a role in the TV series "The Diary of a Murderer" and in the production "The Sweet-Voiced Bird of Youth" on the stage of the Sovremennik Theatre. The premiere of the play took place in 2002. Other roles in theatre and cinema followed.