Just at the time of his military preparation, Wudi got an important piece of intelligence that Chanyu (the honorable title for the chief of Hun had killed the king of Dayuezhi and humiliated the nation by using his skull to drink wine. The succeeding king ofDayuezhi was very angry at what Chanyu had done to the dead king and made up his mind to get even with the hated enemy.

 Han Emperor Wu took the information very serious and he thought, "If we can make an alliance with Dayuezhi, we would cut off the right arm of Hun and put it into a position of being attacked from both sides. In this way, we are more certain to win the war against Hun." In order to implement this far-reaching military strategy of entering into an alliance with Dayuezhi, Wudi dispatched a group of more than 100 messengers, headed by Zhang Qian, to this neighboring kingdom in the period of 140-134 BC.

Zhang Qian formerly served as one of the heads of royal guard in the imperial court. Historic records said he was as robust as an ox, versed in the art of leadership and was well informed of Hun and Western Regions. His entourage included junior officers, soldiers and porters. Among them there was a man from Hun, called Ganfu. He was captured in a war by Han army He hated the cruel Hun ruler and joined Han army He became a loyal assistant to Zhang Qian. This group of volunteers led by  Zhang Qian abandoned their comfortable life and set forth on a dangerous mission into unknown.

In the year of 138 BC the messengers set out from Chang'an (present day Xi'an) in Northern China. Zhang Qian held a bamboo pole of 3 meters length with 3 bundles of ox hair, which served as a credential of royal representatives. He bid farewell to the Emperor and led the convoy into the unknown. They traveled hundreds of miles through the western part of Gansu, crossed the Yellow River with as little noise as possible.

They acted according to the plan of Han Emperor Wu, concealed themselves by day and marched by night, prepared to pass the Hun region and directly reach the Kingdom of Dayuezhi. However, they got astray in the desert, and unexpectedly came across a large unit of Hun soldiers.

They were captured and brought to the Chanyu of Hun. The ruler tortured the Han messengers. Zhang Qian was first put in prison. Afterwards, he was handed over to an aristocrat to serve as a slave, shepherding flocks and herds. For 11 years Zhang Qain led a slave life. He married a Hun woman slave, who had several children with him. However, he always kept in mind his mission.