Dontsov was born in Melitopol, Taurida Governorate (today - Zaporizhia Oblast) to an old cossack officer's family, and in 1900 moved to Saint Petersburg to study law. In 1905 he joined the USDRP. During that time he was arrested due to his involvement in socialist politics, and soon after that moved to Vienna in 1909. He then moved to Lviv, where in 1917 he completed his doctorate in law. In 1913 he quit the USDRP due to the conflict based on the national question.