Anthony Jenkinson was the first man from Britain to set foot in Central Asia and not followed for more than two hundred years. A merchant and sea captain he had previous dealings with Muslims in Syria and Russia and, in search of new markets for his produce decided to explore Central Asia. He was given a rousing send off by the Tsar, who invited him to dinner, and then made his way by ship to the Caspian Sea.
Whilst their ship was docked off the north eastern shores of the Caspian, thirty marauding Turkomans attacked and demanded that the crew surrendor all infidels on board. However, Jenkinson was blessed with a remarkable affinity with the Muslims he had met and his loyal crew, though devout Muslims, swore that there were no infidels on board.

Having survived his first encounter with Central Asians, he proceeded to cross the Karakum Desert with a camel caravan a thousand strong. They were laden with British woolen goods, cloth and lavish gifts to present to any rulers encountered. They also included foodstuffs, but these were largely eaten during their three week desert crossing. In 1558 Jenkinson arrived in Khorezm and made his way to Gurgench (now Kunya Urgench). Under the rule of Azim Khan, the province was wracked and impoverished by various civil wars between the interrelated, despotic princes. Indeed, Kunya Urgench had been under four different rulers over the previous seven years. Jenkinson was not overtly impressed with the lifestyle of Ali Sultan, then ruler of Kunya Urgench, with his four legal wives bolstered by an assortment of concubines and catomites (young boys kept as lovers). He found the inhabitants of Khorezm to be lazy and uninterested in arts or sciences, instead living idly and, "Sitting round in great companies in the fields, devising and talking most vainly."

Whilst his sojourn in Khorezm was largely uneventful, there being little interest in his woollen products, his departure was not. Hoping for better luck in Bukhara Jenkinson set off across the desert with his caravan, unaware of the rumours circulating concerning his bountiful and opulent merchandise. It was only having captured and disarmed four spies who had been skulking near the caravan that he discovered a plot against him. Ahead, there was a banished prince with a band of forty thieves lying in wait for them, intent on ambushing the caravan. An army from Ali Sultan was immediately called for and three hundred men arrived and interrogated the spies who then confessed that they too were members of the bandit group.

Eighty armed men were left to escort the caravan onwards. After two days of greedily feasting on the caravan's scanty food supplies, they sighted an enemy. At this point, the Sultan's men then announced that they would not fight unless paid a ridiculously large sum of money. The caravan party refused, cut their losses and fought against the bandits, with heavy losses on both sides. Finally a truce was called for and the Caravan was given safe passage on the condition of paying a tribute. Having finally escaped the Khorezm Oasis, Jenkinson had no intention of ever going back.