From the late 1980s he became well-known for his cityscapes, architectural fantasies and hastily executed spray-painted portraits. He depicts monuments and places within Europe, transforming them into symbols of cultural heritage and politics. His use of cardboard can be read in the context of European artists in the 1960s who sought to work with found objects and to redefine painting.
Koshlyakov also engages a Russian tradition of using such materials.
He represented Russia at the 50th Venice Biennale and at the 25th Biennale in Sao Paolo in 2002. His work has been exhibited and are in the collections of major museums of the world: Louvre, State Russian Museum, Guggenheim Museum in New York and Bilbao, Museum of Contemporary Art of Rome, Art Kennedy Center in Washington and many others.
In the 2016 an exhibition of works by Valery Koshlyakov Elisions was hosted in the Museum of Russian Impressionism in Moscow.
He is the permanent participant of the Moscow Biennale of Contemporary Art and he regularly shows his work at galleries and museums in Europe, in the United States and Asia.