He and Professor Grisenko discovered the legendary Ice Warrior Skaldak encased in ice in the North Pole. When Skaldak thawed and started rampaging around the Firebird, the Eleventh Doctor and Clara Oswald arrived. The TARDIS materialised right in front of Zhukov and the astonished and suspicious crew members, before quickly disappearing again because the Doctor had switched on the HADS. The Doctor helped stabilise the submarine and Zhukov thanked him, but shortly afterwards threatened to have both the Doctor and Clara shot. It was then that Skaldak arrived, but was electrocuted and chained up by the crew.
Skaldak escaped his chains and threatened to launch the submarine's nuclear missiles, which would cause the West to fire back at the Soviet Union. Clara managed to talk him down, reminding him of the loss of his daughter. The submarine was pulled to the surface by an Ice Warrior ship, to Skaldak's delight. The Ice Warrior teleported off the ship and left the submarine undamaged in the North Pole. The Doctor then asked Zhukov if he could give him and Clara a lift to the South Pole, since the TARDIS had ended up there. (TV: Cold War)
A man dedicated to his duty, Zhukov cared about his crew but still believed that a mission must be completed, even if it cost people their lives. He would not hesitate to tell people the exact severity of a situation, telling his crew that their air was running out and that they would most likely all die. He was suspicious of the Doctor and Clara after they appeared from a blue box which had literally materialised out of thin air, but decided not to harm them since he felt that he and his crew owed the Doctor their lives after he stopped their submarine from crashing.
Although he was a captain, Zhukov realised that he was out of his depth in the situation with Skaldak. He thus followed the Doctor's lead, although he still threatened to shoot the Ice Warrior when he found him. The Doctor talked him out of it, but Zhukov asserted that he would allow negotiation only if it was from "a position of strength". Skaldak congratulated him on his tactic and Zhukov acknowledged his praise with a curt "Thank you", even as he had his gun pointed at him.