Schulenburg was born in Emden near Magdeburg. Between 1687 and 1688 Schulenburg fought with the Imperial troops against the Turks in Hungary. On his return he rose in the ranks of the army of the Duchy of Brunswick-Lüneburg. In 1699 he became a Colonel in the German regiment in the service of Victor Amadeus II of Savoy, and was severely wounded in 1701. In 1702 he joined the Saxon Army and fought in the Great Northern War against Charles XII of Sweden and suffered defeats in the Battle of Klissow and the Battle of Fraustadt. In 1707 he returned to Western Europe and fought under Prince Eugene of Savoy at the Battle of Oudenaarde and the Battle of Malplaquet in the wars of Spanish Succession.