In the spring of 1918, after the establishment of the Bolshevik régime, Shkuro organized an anti-Bolshevik Cossack unit in the area of Batalpashinsk in the Caucasus. In May and June 1918 he raided Stavropol, Yessentuki and Kislovodsk. After officially joining Denikin's White Army, he became the commander of the Kuban Cossacksbrigade which soon increased in size and became a division. In May 1919 Shkuro, as a young lieutenant-general, had a whole cavalry corps of Cossacks under his command. Shkuro, though charismatic and audacious, showed bravery which often bordered on the reckless; he received several wounds, and also acquired a reputation for his cunning. Many in the White Army's high command, however, considered him undisciplined and somewhat of a "loose cannon". According to Soviet historians his forces were particularly cruel and prone to looting. In contrast, in his memoirs he describes many instances in which he spared the lives of enemies, including even Bolshevik commissars. Shkuro claimed that he saved from execution a Red Armybattalion of Jewish volunteers taken prisoner by the Whites, and that he spoke out against and prevented pogroms against the Jewish population. When Denikin's volunteer army took Kiev in August 1919, however, it inflicted a large-scale pogrom on the Jews. Over 20,000 people died in two days of violence. After these events, Supresskin, the representative of the KharkovJewish community, spoke to Shkuro, who stated to him bluntly that "Jews will not receive any mercy because they are all Bolsheviks". Although the White Army generalPyotr Wrangel valued initiative he also demanded discipline from his subordinates. Wrangel ended up disliking Shkuro, and upon reorganizing the army Wrangel did not give him a command position; this prompted Shkuro's resignation. Shkuro claimed that to the detriment of the anti-Bolshevik cause, both Denikin and Wrangel did not sufficiently understand Cossack society, and that as a result some of their decisions alienated the Cossacks — even though the White Cossacks remained deeply hostile to the policies of the Bolsheviks.
In exile
After the defeat of the Whites, Shkuro lived as an exile, primarily in France and Serbia. For the first few years he and a few other Cossack partners, displaying their great horsemanship, performed in circuses as trick riders across Europe. In addition, he continued to conduct anti-Soviet activities. Russian émigré memoirs depict Shkuro as a very lively man who enjoyed social gatherings with plenty of dancing, singing, drinking, and vivid storytelling about times past.