Part of Russian Turkestan, it corresponded roughly to the territory of present-day Turkmenistan and southwestern Kazakhstan.

The construction of the Transcaspian Railway was started from the shores of the Caspian in 1879 in order to secure Russian control over the region and provide a rapid military route to the Afghan border.

[1] Until 1898 Transcaspia was part of the Governor-Generalship of the Caucasus Viceroyalty administered from Tiflis,[2] but in that year it was made an oblast of Russian Turkestan governed from Tashkent.

The best known military governor to have ruled the region from Ashkhabad was probably General Kuropatkin, whose authoritarian methods and personal style of governance made the province very difficult for his successors to control.

The oblast was one of the last centres of Basmachi resistance to Bolshevik rule, with the last of the rebellious Turkmen fleeing across the border to Afghanistan and Iran in 1922 and 1923.