In the article the basic directions of activity of the Russian Federation in the framework of the Shanghai cooperation organization are considered. The conclusion is that Russia from the moment of foundation of the Organization actively supports association of the member countries’ positions of the Shanghai cooperation organization in the sphere of ensuring regional security. The analysis was carried out of economic policy concerning Organization member countries. As a result revealed that the creation of energy club lobbied by the Russian Federation shows the paramount importance of the energy component of the countries cooperation of the Organization. Highlight some positions that determine the importance of Russian energy diplomacy in the activities of the Shanghai cooperation organization.