Anti-Semitism was not exclusive to Hitler by any means, nor was the idea that Jews had to be exterminated; in fact, it was especially prevalent among Orthodox countries. In fact, Hitler was heavily influenced by the ideas of a Russian monarchist and post-Revolution emigre named Fyodr Vinberg, who believed that the Orthodox and Catholics should join forces to destroy the Jews of Europe. The Russian White Army during the Civil War was likewise rabidly anti-Semitic- one British journalist accompanying Denikin's army, John Hodgson, wrote in a report to the British government that he feared that if the Whites managed to defeat the Bolsheviks, there would be mass pogroms and Jewish exterminations across Russia. In fact, when he tried to refute the anti-Semitism of his White officer friends, they accused Hodgson himself of being Jewish and involved in a Jewish-Masonic conspiracy!
As mentioned by Ansgar, there are many reasons for anti-Semitism, including that Jews held unusually high socioeconomic positions in comparison to the average non-Jewish European. This dates back to the Middle Ages, when Christians were forbidden from participating in lending or "usury," and Jews were left with few career alternatives outside of banking. In the Russian Revolution, many leading Bolsheviks (such as Trotsky) were at least culturally Jewish, helping to explain the anti-Semitism of the White forces.