In the 16th century, the Tsardom of Russia embarked on a campaign to expand the Russian frontier to the east. This effort continued until the 19th century under the Russian Empire, when the Imperial Russian Army succeeded in conquering all of Central Asia. The majority of this land became known as Russian Turkestan—the name "Turkestan" was used to refer to the area due to the fact that it was and is inhabited by Turkic peoples, excluding the Tajiks, who are an Iranian ethnicity. Upon witnessing Russia's absorption of the various Central Asian realms, the British Empire sought to reinforce India, triggering the Great Game, which ended when both sides eventually designated Afghanistan as a neutral buffer zone.

Although the Russian Empire collapsed during World War I, the Russian sphere of influence remained in what was Soviet Central Asia until 1991. This region now comprises Kazakhstan in the north, Uzbekistan in the centre, Kyrgyzstan in the east, Tajikistan in the southeast, and Turkmenistan in the southwest; the Russian language is still recognized in some capacity in many of these countries.

When the Russians arrived the organized states were the Khanate of Khiva in the Oxus delta south of the Aral Sea, the Khanate of Bukhara along the Oxus and Zarafshan and the Khanate of Kokand based in the Ferghana Valley. Bokhara had borders with the other two and all three were surrounded by nomads which the Khanates tried to control and tax.

Russians first came into contact with Central Asia when, in 1582–1639, Cossack adventurers made themselves masters of the Siberian forests. They did not expand south because they were seeking furs. The Siberian Cossacks were skilled in forest travel and knew little of the steppe and since the forest tribes were few and weak while the steppe nomads were numerous and warlike.

The Irtysh River rises in what is now China and flows northwest to the Russian base at Tobolsk (founded in 1587). It was thought possible to ascend this river and reach the riches of China and India. In 1654 Fyodor Baykov used this route to reach Peking. The main advance was made under Peter the Great. Some time before 1714 Colonel Bukhholts and 1500 men went upriver to a ‘Lake Yamysh’ and returned. In 1715 Bukhholts with 3000 men and 1500 soldiers went to Lake Yamysh again and started to build a fort. Since this was on the fringe of the Dzungar Khanate, the Dzungars drove them off. They retreated downriver and founded Omsk. In 1720 Ivan Likharev went upriver and founded Ust-Kamenogorsk. The Dzungars, having just been weakened by the Chinese, left them alone. Several other places were built on the Irtysh at about this time.

In 1556 Russia conquered the Astrakhan Khanate on the north shore of the Caspian Sea. The surrounding area was held by the Nogai Horde. To the east of the Nogais were the Kazakhs and to the north, between the Volga and Urals, were the Bashkirs. Around this time some free Cossacks had established themselves on the Ural River. In 1602 they captured Konye-Urgench in Khivan territory. Returning laden with loot they were surrounded by the Khivans and slaughtered. A second expedition lost its way in the snow, starved, and the few survivors were enslaved by the Khivans. There seems to have been a third expedition which is ill-documented.

At the time of Peter the Great there was a major push southeast. In addition to the Irtysh expeditions above there was the disastrous 1717 attempt to conquer Khiva. Following the Russo-Persian War (1722–1723) Russia briefly occupied the west side of the Caspian Sea.

About 1734 another move was planned, which provoked the Bashkir War (1735–1740). Once Bashkiria was pacified, Russia's southeastern frontier was the Orenburg line roughly between the Urals and the Caspian Sea.