Shulzhenko started singing with jazz and pop bands in the late 1920s. She rose to fame in the late 1930s with her version of Sebastian Yradier's La Paloma. In 1939, she was awarded at the first all-Soviet competition of pop singers.
During World War II, Shulzhenko performed about a thousand concerts for Soviet soldiers in besieged Leningrad and elsewhere. The lyrics of one of her prewar songs, The Blue Headscarf, were adapted so as to suit wartime realities. Another iconic song of the Eastern Front (World War II), Let's Smoke, was later used by Vladimir Menshov in his Oscar-winning movie Moscow Does Not Believe In Tears.