The Cossacks, as Tolstoy depicts them, have more in common culturally with the mountaineer Muslim peoples of the Caucasus than they have with the Russians. What links them to the Russians is religion, their Orthodox Christianity. In other respects the values and lifestyle of the Cossacks are, perhaps unsurprisingly, similar to those of the non-European peoples (variously known as Circassians, Chechens, Tatars, and Avars) of the Terek river area where both groups live. Russians, in their perception, do not have the physical bravery and ruggedness of Caucasus people: they have become soft, lacking the raw and untamed nature of those who live on a frontier, surrounded by enemies as the Cossacks are.

Olenin immerses himself into this frontier culture in an effort to get a new start on life. Rather than trying to keep apart from "the natives" and to stay aloof as other Russian army men normally do, Olenin embraces (or tries to) their style of dress and their horsemanship. (Nevertheless, we're told he still looks like a "regular Russian" on his horse.) He goes out on their military patrols with them as they hunt the enemy, the abreks, Muslim Caucasians who lead a kind of guerrilla warfare against the Russian presence in what they consider their land. Perhaps more important is Olenin's having fallen in love with a Cossack girl, Maryanka. Olenin realizes his love life in Russia has been incomplete, lacking some essential element, as he and his friends discuss in the opening chapter before Olenin leaves for the Caucasus. His last love affair with a Russian girl has made him defensive and regretful. In Maryanka he thinks he has finally found a woman he can genuinely love.

Yet in spite of his bonding with the Cossack men and becoming a part of their milieu, something is still lacking. Maryanka rejects him because, in the battle near the end of the story, "Cossacks have been killed." It's the only thing of importance to her, and this solidarity with her own people overrides any feeling she might have had for Olenin. It also shows that despite his attempts to become like a Cossack, he's still an outsider to them.