He has written five concertos for orchestra: the first, variously translated as Naughty Limericks or Mischievous Folk Ditties (neither of which completely get the gist of the Russian which refers to a chastushka (часту́шка), an irreverent, satirical kind of folk song) is by far the best known, and was the work which first established him on the international stage. The second of the Concertos for Orchestra was subtitled Zvony (The Chimes), and was premiered by the New York Philharmonic under Leonard Bernstein as one of the many commissions in honor of the orchestra's 125th anniversary. The third Concerto for Orchestra is based on old music of Russian provincial circuses. Concerto 4, Khorovody (round dances), was written in 1989, and Concerto 5, Four Russian Songs, was written in 1998.
As well as a distinguished composer (he was made a member of the Berlin Academy of Arts in 1989 and received the Russian State Prize from President Boris Yeltsin in 1992), Shchedrin is a virtuoso pianist and organist, playing solo piano in the premieres of the first three of his six piano concertos. At a remarkable concert on 5 May 1974 Shchedrin performed the feat of appearing as soloist in all three of his then-completed piano concertos, one after the other. The concert, with the USSR Symphony Orchestra under Yevgeny Svetlanov was recorded and released on LP, then CD. Following the collapse of the Soviet regime, Shchedrin has taken advantage of the new opportunities for international travel and musical collaboration, and now largely divides his time between Munich and Moscow.