Melgunov was born in Moscow to an old aristocratic family. Having graduated from Moscow University in 1904, he began his political and scholarly career in Imperial Russia. He became a member of the Russian Constitutional Democratic party (“Cadets”) in 1906 and joined the People’s Socialist Party in 1907. In 1911, Melgunov established a publishing house Zadruga ("Задруга") where he published over 500 books and a journal Golos minuvshego ("The Voice of the Past"). After the 1917 BolshevikOctober Revolution, he became an active opponent of Lenin’s government and joined the anti-Soviet Union of Revival of Russia, which advocated an armed overthrow of the Bolshevik regime. He was arrested and sentenced to death in 1919, then reprieved, with the sentence commuted to imprisonment. He was released in 1921 and forced into exile in 1922. Melgunov finally settled in Paris, where he continued his historical research and edited several émigré journals. His most famous book is "Red Terror in Russia" (Russian: Красный террор в России) published in 1924.