Scientists found remains of first prehistoric man in Southern Tajikistan (Khovaling region) and dated the evacuated materials as 950,000 - 850,000 years ago.
The transitional period from the Neolithic to the Bronze Age, when copper was used for the first time, but most tools were still made from stone, is shown in Sarazm settlement (15 kms west of Panjakent). The radiocarbon method indicated the settlement as the Late Eneolithic period to be put as being 3500 - 3200 BC and 3200-2900 BC. From the end of IV millennium BC, the settlement of Sarazm was one of the biggest centers of ancient metallurgy, pottery and jewelery. The archeological materials recovered from these two early periods confirm the existence of cultural and trade ties with the settlements of Iran, Afghanistan, India and Pakistan.
The Bronze period is distinctive for the spread of bronze metallurgy (one of the most effective metal alloys among others) and the appearance of nomadic cattle-breeding.
First writings about the area and its inhabitants we find in Avesta - the Zoroastrian holy book. The holy writings describe countries of Ariana Veijah (Arianam Vaejo > Eran-Vej > Iran) - Arian Space. There are Bakhthie (Balkh), Ghava (Sogd), Mouru (Merv), Khvarizem (Khorezm), Nisaim (Nisaia), Haetumant (Hilmand), Haroyum (Area > Herat) and others, created by Akhura-Mazda (God). The important point is that areas of West and especially South-West of Iran are not mentioned in the book. Ragha (Ray of mid-age time, modern Tehran) is mentioned as its western border.
The geographical statement proves the East-Iranian (Central Asian) origin of Avesta. That means that ancient Arian tribes appeared in Western Iran at the beginning of I-st millennium were not the aborigines of the area.

Since Achaemenian period (VI-IV BC) the legendary countries of Avesta were recorded authentic Central Asian states of Bactria, Sogd, Parthia (Parthava), Khorezm, Marghiana, Area and others as part of Achemenids Empire.
In 334 BC Alexander The Great starts the war against the Achemenids, which culminated in his victory in 330 BC. Alexander went on to capture all Bactria, Sogdiana and Parthia to add to the vast Greek Empire. However the huge empire started to crumble immediately after his death in 323 BC.
New Seleucid State couldn't maintain control the vast territory and Bactria, which the furthest most eastern province, was the first to break from the Seleucid State. And so the Greco-Bactrian kingdom was born. It comprised Sogdiana, Bactria, Margiana and other regions.
In the towns and settlements built by Alexander the local culture and arts were in process of mutual influence. The interactions continued in the Graeco-Bactrian period as well. Materials found in Takht-I Sangin (Stone Throun) called Temple of the Oxus, show the process of mutual cultural influence. The temple was built in Iranian (Arian) architectural traditions the same time decorated by capitals of ionic style.
At the same time Scythian/Saca tribes (Takhars or Yue-Che of Chinese authors), forced by Huns in Eastern Asia (Mongolia), migrate to Central Asia. In alliance with local population they dethrone the Graeco-Bactrian rulers and formed Kushan Kingdom.
The Kushan Kingdom soon became a big empire and 1st and 2nd centuries AD corresponds the peak of powerful Great Kushans (Kushans in origin were from saks (Scythian) tribe Takhar, came from the area of modern south-east Kazakhstan) The huge ruins of ancient fortresses in Wakhan and other regions show that Kushans developed and rehabilitate the Great Silk Route to China. Huge statues of Budda built in Afghanistan Bamian Province Buddism shows that the Buddism as religion plaid an important role in their society.
About the same time Parthia became independent under rule of Arshakid (Ashkanid)kings. Arshakids (Arsh - bear in Parthian) slowly moved westward and expanded their kingdom up to Meddle east. Their firs capital Nesai (ruins of Nisa near Ashgabad, Turkmenistan) moved to Ktesifon, near modern Baghdad (Baghdad is an old Iranian word meaning "Right of God")