The history of Turkmenistan traditionally began with the arrival of Indo-European Iranian tribes around 2000 BC. Early tribes were nomadic or semi-nomadic due to the arid conditions of the region, preventing widespread adoption of agriculture. The steppe culture in Central Asia was an extension of a larger Eurasian series of horse cultures which spanned the entire spectrum of language families, including the Indo-Europeans and Turko-Mongol groups. Some of the known early Iranian tribes included the Massagatae, the Scythians/Sakas, and early Soghdians, who were most likely precursors of the Khwarezmians. Turkmenistan was a passing point for numerous migrations and invasions by tribes, which gravitated towards the settled regions of the south, including ancient Mesopotamia, Elam, and the Indus Valley civilization.

Margiana is a historical region centred on the oasis of Merv and was a minor satrapy within the Achaemenid satrapy of Bactria, and a province within its successors, the Seleucid, Parthian and Sasanian empires.