I think we should start by mentioning Article 19 of the Hunting Rules adopted in the Russian Empire in 1892: “It is allowed to exterminate predatory animals, birds and their nests, stray cats and dogs in fields and forests throughout the year, in all ways, except poison. The chiefs of provinces and regions are allowed to use poison for the extermination of predatory animals in the form of a general measure or to issue permits to individuals and hunting societies for this“.

From the diaries of Nicholas II:

September 5th, 1895

The morning was gray and the day too, but the air was mild: 13°. After the walk I had reports: Sophiano, Shishkin and Den. We had breakfast alone.

In Alexandria, hunted old rooster pheasants, killed only one, because they all began to hide in the bushes. Also killed 4 hares and a cat. In the evening after tea I went to the old place of traction near Renella, but I didn’t see anything there, killed a seagull. After lunch we sat at home, reading.

May 8th, 1905

The day stood cold and gray. At 11 o’clock we went to mass and had breakfast with everyone. Received the maritime report. Walked with Dmitry for the last time. Killed a cat. After tea met Prince Khilkov, who had just returned from a trip to the Far East. After lunch, we said goodbye to Ella and the children and escorted them to the station.

So, at least in his diaries, Nicholas II mentioned the killing of cats twice. Now turn to other documents. According to the Imperial Hunt Reports, for six years (1896, 1899, 1900, 1902, 1908, 1911) 3,786 stray dogs and 6,176 stray cats were shot. The Office of the Imperial Hunt included a fairly wide range of tasks: the organization of imperial hunts for members of the imperial family and their guests; the acquisition and maintenance of dogs and horses; purchase and repair of guns; extermination of predatory animals in the vicinity of country palaces; supervision of private hunters.

It is not clear from the reports whether dogs and cats were killed during imperial hunts or during extermination of predatory animals in the vicinity of country palaces, but in any case Nicholas II did not kill them all personally and did not hunted specifically for cats and dogs. Here is a description of the last hunt of Nicholas II in March 1914 (in August, Russia entered the First World War), where he mentiond his share of the killed game:

At 10½ we went to the mass. I went straight from the cathedral to the station and then with all the hunters to Peterhof. We drove to Ropsha in carriages. The weather was gray, not cold, with a strong wind. 1192 were killed in total. By me: pheasants - 183 and partridges - 7, total - 190. I returned to Tsarskoye Selo together with Voeikov by 7 o’clock. Read. After lunch, pasted photos.

I hope my answer was useful, although there is not much information available on this issue.

Source: Dnevniki imperatora Nikolaja II. 1894-1918 [Diaries of the emperor Nicholas II. 1894-1918]. Volume 1. 1894-1904 / ed. S. V. Mironenko. M.:ROSSPEN, 2011; Dnevniki imperatora Nikolaja II. 1894-1918 [Diaries of the emperor Nicholas II. 1894-1918]. Volume 2. 1905-1918, Part 1. 1905-1913/ ed. S. V. Mironenko. M.: ROSSPEN, 2013; Dnevniki imperatora Nikolaja II. 1894-1918 [Diaries of the emperor Nicholas II. 1894-1918]. Volume 2. 1905-1918, Part 2. 1914-1918 / ed. S. V. Mironenko. M.: ROSSPEN, 2013; The Adult World of Imperial Residences, Second Quarter of the XIX - Beginning of the XX Century, I. V. Zimin, Centerpolygraph, 2011;