Born on February 13 (25), 1861, in the village of Valuets, located in the Starodub district of the Chernigov province, now part of the Pochep district of the Bryansk region. He came from the Little Russian nobility of the Chernigov province and was the third son of staff captain Grigory Semyonovich Shcheglovitov (1821, 1887), who was elected twice as the Starodub district leader of the nobility. His family owned part of the village of Valuets.

In 1881, he graduated from the Imperial School of Law with a gold medal.

From 1885, he held the position of assistant prosecutor in the Nizhny Novgorod, and from 1887 in the St. Petersburg district court. From 1894, he was the prosecutor of the St. Petersburg district court, and from 1895, the assistant prosecutor of the capital's judicial chamber.

He participated in the development of a draft disciplinary charter for civil service employees and worked on a commission to revise judicial laws, for which he prepared an explanatory note for the draft of a new edition of the criminal procedure code. This note contained a detailed historical overview of scientific material and foreign practices.

In 1898, he became the assistant chief prosecutor of the criminal cassation department of the Government Senate and joined the First Department of the Senate. In 1900 and 1903, he held the position of vice-director of the First Department of the Ministry of Justice. In 1903 and 1905, he was the chief prosecutor of the criminal cassation department of the Senate. From April 22, 1905, he headed the First Department of the Ministry of Justice.

In 1903, he was invited to lecture on the theory and practice of criminal proceedings at the Imperial School of Law. Due to his authority in the field of criminology, he was elected chairman of the criminal section of the St. Petersburg Legal Society.

From February 1, 1906, he served as the assistant minister of justice under Minister Mikhail Akimov.

Appointed minister on April 24, 1906, and on January 1, 1907, he became a member of the State Council. On February 7, 1908, his life was attempted by Lydia Sture, but unsuccessfully. From 1911, he became a senator. He was described as a "cold and cruel man" who invariably rejected all requests for clemency.

Known for his anti-Semitic views, he is considered the initiator of the accusation against the Jew Beilis for ritual murder. During his tenure as minister, Shcheglovitov became a symbol for the liberal public and was dismissed from his ministerial position on July 6, 1915, as part of the "course towards publicity." Nevertheless, he retained the emperor's favor and on January 1, 1917, was appointed chairman of the State Council of the Russian Empire.

He held right-wing views and patronized the "Union of the Russian People." He was a member of the monarchist organization "Russian Assembly" and participated in the work of the Monarchist Conference in November 1915 in Petrograd, where he was elected chairman of the Council of Monarchist Congresses.

During the February Revolution, he was arrested and held in custody in the Peter and Paul Fortress from March 1, 1917, to February 26, 1918. His activities were the subject of an investigation by the Extraordinary Investigative Commission, which did not manage to complete its work by the time of the October Revolution.

He was later transferred to Moscow, where he was publicly executed as a hostage after the declaration of red terror on September 5, 1918, along with other state and church figures of the Russian Empire. Alongside him in Petrovsky Park were shot former ministers of internal affairs Nikolai Maklakov and Alexei Khvostov, as well as archpriest Ioann Vostorgov. Before his death, he showed courage and, according to eyewitnesses, "did not show any fear."