 Kozhukhin was a pupil at the Reina Sofía School of Music in Madrid studying with Dmitri Bashkirov and Claudio Martínez Mehner.Upon graduating, he received his diploma personally from Queen Sofía of Spain and was named best student in his year and twice best chamber group with his own Cervantes Trio.After his studies in Madrid, Kozhukhin was invited to study at the International Piano Academy Lake Como where he received tuition from Dimitri Bashkirov, Fou Ts'ong, Stanislav Ioudenitch, Peter Frankl, William Grant Naboré, John Perry, Menahem Pressler, Boris Berman, Charles Rosen and Andreas Staier.