Felgenhauer was born in 1951 in Moscow, the Soviet Union and graduated from Moscow State University as a biologist in 1975. He served as researcher and senior research officer in the Soviet Academy of Sciences (Moscow) and received his Candidate of Sciences degree in biology from the Academy in 1988. He is based in Moscow. His stepdaughter, Tatyana Felgenhauer is a journalist and presenter at the Echo of Moscow.
Felgenhauer published numerous articles on topics dealing with Russian foreign and defense policies, military doctrine, arms trade, military-industrial complex and so on. From January 1991 until January 1993 he was associated with the Nezavisimaya Gazeta, Moscow, as defense analyst and defense correspondent. From February 1993 till September 1999 Felgenhauer was member of the editorial board and chief defense correspondent of a Moscow daily Segodnya. Since May 1994 till October 2005 Felgenhauer published a regular column on defense in the English language local daily The Moscow Times. In July 2006, after being more than six years an independent defense analyst, Felgenhauer joined the staff of Novaya Gazeta. Felgenhauer continues to provide regular comments on Russia's defense-related problems to many other local and international media organizations, including The Jamestown Foundation.