In 1122, Emperor Tianzuo fled to Jiashan (north of modern-day Tumed Left Banner, Inner Mongolia) under the military pressure from the Jin dynasty.

However, as Yelü Ding was in exile with the Emperor Tianzuo, the Empress Dowager Xiao Puxian'nü was made regent.

During the regency of Empress Dowager Xiao, her request for the Jin dynasty to recognize Yelü Ding as emperor was denied.

As the Jin forces advanced towards the Northern Liao capital, the Empress Dowager Xiao and Yelü Dashi sought refuge at Emperor Tianzuo's exiled court.

When the Jin army attacked the Emperor Tianzuo's refuge in Qingzhong (south of modern-day Hohhot, Inner Mongolia), he decided to escape to the Western Xia dynasty.