They speak the Turkmen language , which is classified as a part of the Eastern Oghuz branch of the Turkic languages. Originally, all Turkic tribes that were part of the Turkic dynastic mythological system for example, Uigurs , Karluks , and a number of other tribes were designated "Turkmens". Only later did this word come to refer to a specific ethnonym. The modern Turkmen people descend, at least in part, from the Oghuz Turks of Transoxiana , the western portion of Turkestan , a region that largely corresponds to much of Central Asia as far east as Xinjiang.
Oghuz tribes had moved westward from the Altay mountains in the 7th century AD, through the Siberian steppes, and settled in this region. They also penetrated as far west as the Volga basin and the Balkans. These early Turkmens are believed to have mixed with native Sogdian peoples and lived as pastoral nomads until being conquered by the Russians in the 19th century.
Signs of advanced settlements have been found throughout Turkmenistan including the Djeitun settlement where neolithic buildings have been excavated and dated to the 7th millennium BCE. Notable early tribes included the nomadic Dahae a.
The Achaemenid Empire annexed the area by the 4th century BCE and then lost control of the region following the invasion of Alexander the Great , whose Hellenistic influence had an impact upon the area and some remnants have survived in the form of a planned city which was discovered following excavations at Antiocheia Merv.
The Parni , a Dahae tribe came to dominate the region, and established the Parthian Empire , which also later fractured as a result of invasions from the north.
