In the 2012–13 season, Menshov won another silver medal at the Nebelhorn Trophy. He placed 4th at both of his Grand Prix events, the 2012 Skate America and 2012 Rostelecom Cup, setting a new personal best overall score at his second event. He won again at the 2012 NRW Trophy with an overall score of 238.63 points, more than 26 points ahead of silver medalist Michal Březina. He won the bronze medal at the 2013 Russian Championships but was not named in the Russian team for the 2013 European Championships. The decision did not contravene regulations which stated that only the top two qualified automatically and the third skater could be determined by the coaches' council. However, an appeal was signed by the president of the Saint Petersburg figure skating federation, Oleg Nilov, and some competitors. Russian Minister of SportVitaly Mutko ordered the executive committee of the Russian figure skating federation to review the issue. They voted to uphold their original decision. Menshov was assigned to the 2013 World Team Trophy and placed third in the short program with a personal season's best score. In the free skate, he dislocated his right shoulder attempting a triple Axel and withdrew from the event. He had sustained that type of injury only once before, four years prior.
Competing in the 2015–16 ISU Challenger Series, Menshov took bronze at the 2015 Nebelhorn Trophy before winning gold at the 2015 Finlandia Trophy, his first international victory since the 2012 NRW Trophy. He went on to win gold at the Merano Cup. Menshov sustained a shoulder injury at the 2016 Russian Nationals. In early June 2016, he announced his retirement from competitive skating and his transition to a coaching career. Commenting in July 2016, he said, "I already had the same kind of injury with my other shoulder and, of course, it's quite problematic to compete with both those injuries. I was able to recover almost all of my jumping elements to the previous level, but the fact is that the performance of choreographic movements causes me pain."
Skating technique
Menshov practiced different quadruple jumps, such as the 4T, 4S, 4Lo, and 4T-3T combination, and also attempted a 4T-4T combination. Beginning in 2014, he included two quads in his short program – a 4T-3T combination and a solo 4S. He landed both of the jumps at his Grand Prix events and 2015 Russian Championships. In the 2015–16 season, at the age of 32, Menshov attempted three quads in his free skate. He landed 4T-3T combination and 4S in his free skate at the 2015 Nebelhorn Trophy while falling on his 4T attempt in the second half. He landed three quads – 4T-3T, 4S and 4T – in the free program at the 2015 Merano Cup, although he stepped out on the last quad.
