Arrian (Anab. III. 25.3 etc., IV. 16 etc.) describes Alexander's military expedition in Transoxania, where he and his Macedonian army had to confront Iranian nomadic cavalry for the first time. His experiences and strategy influenced the Antique civilisation's behaviour and defence against those people nearly a thousand years long. The present paper locates the historical site of the events by explaining and interpreting the personal, ethnic, and geographic names in Arrian's and Strabo's texts. The location of these sites has not been clarified yet sufficiently in the secondary literature.