A journalist of opposition newspaper Novaya Gazeta, he investigated Russian apartment bombings allegedly directed by the Russian secret services and Three Whales Corruption Scandal which involved high-rank FSB officers and was related to money laundering through the Bank of New York.
He died suddenly in July 2003 from a mysterious illness, just a few days before his scheduled depature to the United States where he planned to meet with FBI investigators. His medical documents ended up "classified" by the Russian authorities. The symptoms of his illness fit pattern of poisoning by radioactive materials and were similar to the symptoms of Nikolai Khokhlov, Roman Tsepov and Alexander Litvinenko. According to then alive Litvinenko and news reports, the death of Yuri Shchekochikhin was a politically-motivated assassination.
In Summer 1988 Shchekochikhin has published interview with a lieutenant colonel of militia Aleksander Gurov, in which existence of organized crime in Soviet Union was first publicly stated. That brought fame to both Gurov (who became the head of 6-th Agency of MVD of USSR which struggled against organized crime) and Shchekochikhin.
Yuri Shchekochikhin began his political career in 1990, when he was elected as a representative to the Congress of People's Deputies. He was elected to the Russian State Duma from the liberal Yabloko party in 1995. He was a member of a Duma committee on the problems of corruption, and was a UN expert on the problems of organized crime. He was a vocal opponent of the Chechen Wars.
Since early 1995 he was an author and host of an investigative journalism program called "Special Team" on ORT, Russian television's first channel (that time owned by Boris Berezovsky). In October 1995 heads of the channel closed the program. According to Shchekochikhin, the reason was an episode called "For Motherland! For mafia!", which was devoted to the Chechen War unleashed in his opinion by "leading banks of Russia".
From 2002, Shchekochikhin was a member of the Sergei Kovalev Commission, which investigated allegations that the 1999 Moscow apartment bombings had been orchestrated by the Russian Federal Security Service (FSB) to generate support for the war
One of Shchekochikhin's last articles before his death was "Are we Russia or KGB of Soviet Union?" It described such issues as the refusal of the FSB to explain to the Russian Parliament what poison gas was applied during the Moscow theater hostage crisis, and work of secret services from the former Soviet republic of Turkmenistan, which operated with impunity in Moscow against Russian citizens of Turkoman origin.
He also tried to investigate the Three Whales Corruption Scandal and criminal activities of FSB officers related to money laundering through the Bank of New York and illegal actions of Yevgeny Adamov, a former Russian Minister of Nuclear Energy The case of Three Whales was under the personal control of President Vladimir Putin In June 2003, Shchekochikhin contacted the FBI and got an American visa to discuss the case with US authorities However, he never made it to the USA because of his sudden death. Some Russian media claimed that Putin has issued an order to discharge 19 high-ranking FSB officers involved in this case in September 2006 as part of a Kremlin power struggle, but all these officers still continue to work in their FSB positions
Some news reports drew parallels between the poisonings of Shchekochikhin, Alexander Litvinenko, and president Vladimir Putin’s former bodyguard Roman Tsepov, who died in a similar way in St Petersburg in September 2004. Others noted Lecha Islamov, a Chechen rebel, who died in a Russian prison in 2004. “All three cases of poisoning – of Islamov, Shchekochikhin and Litvinenko – are united not only by the clinical picture, which is identical even in terms of the details, but also by the fact that the traces of the poisoners clearly point to one address: Moscow, Lubyanka (FSB headquarters),” according to Chechenpress report written by Zelimkhan Khadzhiev.
In April 2008 an RF Investiagative Committee official said that there would be another test carried out on his tissue to ascetain whether there had been a case of poisoning.