This chapter examines the ethnic and cultural identities and migration routes of nomadic tribes in Central Asia. It explains that the migration of Central Asian nomads, particularly into Transoxiana, can be divided into two categories. One is the long trans-regional route ascribable to the migration of the Yuezhi tribe from the valley of Gansu to the territory north of the Oxus River, and the other is the local migration attributed to the tribes such as the Dahae, Sakaraules, and Appasiakes. The chapter suggests that the events which determined nomad migration are connected with the history of the northern and western borders of Han China in the second century BC.