In the final years of the 19th century more and more manuscripts – both in known and in unknown scripts and languages – as well as other findings surfaced from  the region called at that time Eastern or Chinese Turkestan. They stirred up a keen interest among scholars, but their origin and provenance was entirely uknown. This is why Aurel Stein decided during his first expedition to carry out systematic archaeological excavations in this are. In 1900 and 1901 he excavated around Khotan. This fieldwork was already characterized by the comprehensiveness of all his subsequent expeditions: along with archaeological research he also paid attention to the geography, anthropology, ethnography and linguistics of the region, and it was his aim as well “to include the regions never or insufficiently mapped in the field of certain cartographic knowledge.”

Five years after the successful first expedition he set out again in order to explore the traces of the ancient civilization born from the mutual interaction of Indian, Chinese and classical Western cultures in Eastern Turkestan. During second expedition, between 1906 and 1908 he did more than 30 months of fieldwork, traversing a total of more than 16 thousand kilometers.

In April 1906 Stein crossed the Indian border, and passed through Swat, Dir, Chitral and Mastuj, collecting historical and ethnographical data. While descending on the glacier of the 4700 meters high Darkot Pass, he tried to trace the route of a military expedition described in the Tang Annals, that crossed the Pamir and Hindukush and descended towards Gilgit under the leadership of Gao Xianzhi in 747. Stein obtained the permission of the Afghan king to cross Wahan and the Afghan Pamir, and then he paused to rest in Kashgar, in the home of his friend, the English resident Sir George Macartney (1867-1945). There he employed the Chinese Jiang Siye as his secretary, whose services and scholarly assistance he always acknowledged in his later works.

From Kashgar Stein went through Yarkand to Khotan, and the summer months found him in the unmapped highlands of Kunlun. After this, he excavated hitherto unknown settlements around Khotan. Then he returned to Niya where he had collected significant findings during the course of the first expedition. On his second visit he found more manuscripts in Kharosthi, as well as domestic objects and carved architectural decorations. From here he went through Charchan to Charklik, and then to a site he had yearned to see for a long time, the ruins of Loulan discovered by the renowned Swedish geographer Sven Hedin (1865-1952). The written monuments discovered in a large number attested that Loulan was founded at the end of the 2nd c. B. C. as a Chinese military station for the control of an important route.

In January 1907 Stein went to excavate the ruins of Miran. Although he worked for three weeks in the adverse circumstances of wind and cold, his efforts were rewarded. In the large ruined fortress that in the 8th century was a Tibetan garrison, he found about thousand Tibetan manuscripts on tablets and paper, mostly official texts related to the movements of troops and border guards. Much more ancient and valuable were the artistic findings discovered in the nearby Buddhist temple. The large stucco reliefs were beautiful examples of the influence of Greco-Buddhist sculpture, and the frescoes, including some majestic winged angels, were stunning examples of Hellenistic painting. In February he continued his journey towards the caves of Dunhuang on the path traversed earlier by Marco Polo and by Xuanzang, the 7th-century Buddhist monk. At the final reach of the Suloho, where the river disappears in a salted march, he discovered some ancient watch-towers, and quickly realized that he had found a part of an ancient wall. Since they resembled the walls built for guarding the borders of the Roman Empire, he called them limes. In the course of two months he surveyed their length which consisted of about 220 kilometers, and he found the so-called Jade Gate (Yumen). The approximately 2000 Chinese documents discovered here included dated ones as well, confirmation that the wall was built in the Han period for warding off the invading Huns from the North.

In the watch-towers and along the border walls he found not only the documents bearing witness to the military administration, but also domestic objects, clothes and other items preserved in very good condition that gave a picture of the everyday life of this abandoned border section several centuries ago. Along the trade route other interesting documents were found and preserved, including a dozen letters written in ancient Sogdian.

Having completed the research of this border wall in May, Stein set off with great incitement to his next destination, the Caves of the Thousand Buddhas.