Jews started to settle in Sholokhovo during the Soviet period. In 1925 the kolkhoz Leninskiy Put (Lenin's Way) was established in Sholokhovo. In the late 1930s four more agricultural cooperatives were established in the Sholokhovo area.
Sholokhovo was occupied by the Germans in August 1941. In mid-October 1941 about 200 Jews from Sholokhovo and the area were murdered in the vicinity of the village.
Sholokhovo was liberated by the Red Army on February 2, 1944.