The Central Asian steppe has been the home of nomad tribes (mostly of Iranian stock for centuries. Being nomads, they roamed across the plains, incidentally attacking the urbanized countries to the south, east and west. They are known under many names (Scythians: Parni Saka, Sarmatians etc) all of them Iranian in origin. One of these tribes was that of the Parni. They are unknown before the 3rd century BC, the country where they lived, along the river Syr darya (Jaxartes), was occupied by the tribe that the Persians knew as the Dahae or Dahâ (literally 'robber Scythians'). It is likely that this tribe disintegrated after the fall of the Persian empire; the new rulers, the kings of the Seleucid dynasty, were never able to control the country of what is now Mazandaran, Uzbekistan and Turkmenistan. Perhaps the Parni came into being in this period. The Parthian king Arsaces is said to have been of Parnian origin. Armenian chronicles identify this nation as White Huns. In any case, nomads started to move to the south, to the countries known as Bactria, Aria and Parthia.

The Seleucid king Antiochus I Soter (280-261) was the first to take measures. It is certain that he refounded a city in Margiana; up till then, it had been known as Alexandria (because it was founded by Alexander the Great in 328), but from now on, it was to be called Antiochia. This military settlement was intended to guard Iran against incursions from nomad tribes, such as the Parni.

It was not sufficient, however. In 245, the satrap of Parthia, a man named Andragoras, revolted from the young Seleucid king Seleucus II, who had just succeeded to the throne. In the confusion, the Parni attacked and seized the northern part of Parthia, a district known as Astavene, probably in 238. About 235, a Parnian prince with the name Tiridates (Modern Persian Tirdad, meaning 'Great archer') ventured further south and seized the rest of Parthia. A counter-offensive by king Seleucus ended in disaster, and Hyrcania was also subdued by the Parni.

From now on, the Parni were known as Parthians. In the years that followed, their kings recognized the Seleucid king as their superiors, but under Mithradates I (171-138) they conquered Media, Babylonia, and Elam. The Parthian empire was to last until AD 224, when it was succeeded by the Sassanid empire.