Ka cika wannan jumla: An haifi Khudobin a gidan mahaifinsa, Valeri, ɗan Kazakh, ɗan Rasha, da mahaifiyarsa, Tatiana, 'yar Rasha, Khudobin ya soma wasan hockey a ƙasar Kazakhstan, amma ya koma Rasha sa'ad da yake ɗan shekara 13 kuma ya shiga makarantar wasan hockey ta Metallurg da ke Magnitogorsk don ya sami ci gaba a wasan. Ya kasance mai farawa na yau da kullun ga ƙungiyoyin matasa na Rasha, yana samun lambar zinare tare da ƙungiyar 'yan ƙasa da shekaru 18 a gasar zakarun duniya ta 2004 ta IIHF da kuma lambobin azurfa tare da ƙungiyar matasa a gasar zakarun duniya ta 2005 da 2006 ta IIHF. A karshen wannan kakar wasan hockey na 2003/04, Khudobin ya zaba ta Minnesota Wild a gasar zakarun Turai.
2004 NHL Entry Draft a zagaye na bakwai, 206th gaba ɗaya.