On 21 May 2018, following
FC Tosno's relegation from the
Russian Premier League, he signed as a manager for
FC Ural Yekaterinburg. He resigned from Ural on 19 July 2020 following a defeat in the
2019–20 Russian Cup semifinal to
FC Khimki. On 2 November 2020, he was hired by
FC Arsenal Tula. He left Arsenal by mutual consent on 3 September 2021, with the club in the relegation spot. On 11 June 2022, Parfyonov signed with
Rodina Moscow, newly promoted into the second-tier
Russian Football National League. He left Rodina by mutual consent on 10 October 2023. On 1 December 2023, Parfyonov was hired by
Aktobe in
Kazakhstan. ==Honours==