He also studied privately composition and counterpoint with Sergei Taneyev.
His first public concert was held in 1912, and he gave the première of the first piano concerto of Alexander Glazunov in the same year.
Orlov worked as teacher in Moscow in 1913–1921 and then moved to West.
He made several successful concert tours around the world, and in 1948 he settled in Grantown-on-Spey in Scotland.