He graduated from the Voronezh Military School, the Mikhaylovskoye Artillery School in Saint Petersburg (1882) and the General Staff Academy (1889). From 1903 to 1906, he served as principal at the Novocherkassk Military School. From 1906 to 1910, Kaledin served as Assistant Chief of Staff of the Don Army.
During World War I, he was a commander of the 12th Cavalry Division and of the 8th Army of the South-West Front. Kaledin did not accept the February Revolution of 1917 and was relieved of his commanding post due to his refusal to carry out Provisional Government's orders regarding democratization in the army.
On June 17, 1917, Kaledin was appointed Ataman of the Don Cossack Host by the Cossack community and, at the insistence of Mitrofan Bogayevsky, became the head of the newly established Cossack "Army Government" (Войсковое правительство), restored for the first time since 1709. In August 1917, in Moscow, Kaledin came forward with his program of suppression of the revolutionary movement.
On August 29, local authorities of Novocherkassk decided to ask Alexander Kerensky to relieve General Kaledin of his post and to arrest him for spreading pro-Kornilov propaganda among the Cossacks of the Don region. On August 31, the prosecutor of the Court of Novocherkassk received a telegram from Kerensky, saying that Kaledin had been officially relieved of his post and should be arrested immediately and tried for incitement.
The Cossack Host Command decided to listen to what Kaledin had to say, first, and then to send him to Mogilev to explain himself in the headquarters of the Supreme Commander-in-Chief, as Kerensky had requested. On September 6, Kaledin tried to protect Kornilov from the attacks of the Cossack Army Command. On October 25 (the beginning of the October Revolution), Kaledin stated that until the authority of the Provisional Government in Russia was fully restored, the Don Cossack Army would assume total control over the Don region. This statement marked the beginning of the Kaledinschina, a counterrevolutionary rebellion in the Don region. The loss of Rostov-on-the-Don and the ensuing Ice March led Kaledin to believe that the whole situation had become hopeless.
On 29 January 1918, he resigned from his post and committed suicide by shooting himself on 11 February 1918.