In a series of papers which by the favour of the Asiatic Society I have been able to publish in its transactions, I have endeavoured to trace the various revolutions which have taken place among the tribes on the north of China, and I have thought it most convenient in doing so to begin with the latest of these race movements and changes and to gradually work back to earlier times. I should like to continue this work somewhat further, and propose in the following memoir to give an account of the history of an area which has greatly occupied English travellers and students during recent years, and whose history is still very obscure: I mean the great district bounded on the north by the so-called Celestial Mountains, the Tien Shan of the Chinese, and on the south by the Kien Lung Range. This district is generally known as Eastern Turkestan, and I propose to collect in this paper what I can find of the history of its Turkish, as distinguished from its Mongol, masters from the ninth to the sixteenth century.