Vasily Koshechkin began his hockey career with the Lada Togliatti hockey school and has remained a loyal member of their organization ever since. He began from age 16 playing for Lada's 1st (Farm) League club and spent almost all of his first four seasons at that level before receiving a late season callup to the Superleague in the '01-'02 season at the very end of that year's campaign. Although he did not actually play in the Superleague that season, the Lightning drafted Koshechkin in the 8th round of the 2002 NHL Entry Draft. An outsider in Russian national team circles, Koshechkin served as backup in the 4 Nations Tournament at 16 and in the 5 Nations Tournament at 18, but has been largely ignored to this point by the national team. In 2002-2003 Koshechkin began the year back with Lada's farm team but was soon loaned out to a pair of Upper League teams where he performed well first for Olimpia-Kirovo-Chepetsk where he posted a 1.40 GAA and then down the stretch and into the playoffs for Neftyanik Almetlevsk where he had a 1.89 regular season GAA and a 2.40 postseason GAA. The next year Koshechkin split time between the farm and the Superleague playing 13 games with a 1.46 regular season GAA for Lada 2 and 3 games with three shutouts in the Farm League playoffs. With Lada's top team he finally saw his first Superleague action in the playoffs where he appeared in 1 game allowing 3 goals in 2 periods of action. In 2003-2004 he would stay in the Superleague for good serving as veteran JF Labbe and later veteran Jiri Trvaj's backup and appearing in 8 games with a 2.47 GAA and a .887 save percentage. Koshechkin again was the backup in 2004-2005 appearing in just 4 games behind Jussi Markkanen during the lockout season. Lada's coach, Petr Vorobiev, who has a reputation for not trusting young players and preferring to coach veterans, signed Adam Svoboda to serve as Lada's starter in the 2005-2006 season again relegating Koshechkin to the backup role, but when Svoboda faltered Koshechkin stepped up to finally claim the starting job as his own. In November, 2005 Koshechkin was named Eurohockey.net's player of the month allowing just 5 goals in 7 games and posting 4 shutouts over that stretch. At the Karjala Cup break, however, financial considerations forced Togliatti to cut 3/4 of their payroll leaving Koshechkin to play behind a club that many nights has an average age of just 22 year old. Despite the inexperience of the remaining Lada club, Koshechkin chose to stay with Togliatti and played well enough with his new teammates to be named a Superleague All-Star. Throughout the season he has been in the top two in Russia in GAA, save percentage and shutouts.
The Lightning attempted to sign Koshechkin in the summer of 2006, but he elected to stay in Russia for the 2006-2007 season. The team cannot directly negotiate with Koshechkin due to IIHF-NHL agreement issues, but there is definite interest on the Lightning's end to have Koshechkin in training camp this fall.