The article is devoted to the relevant topic connected with the coverage of the policy of Imperial Russia in its marginal South-Eastern territories. The author introduces new documents from the archive of foreign policy of the Russian Empire and the National archive of the Republic of Kalmykia. The paper analyzes external and internal factors, special historical conditions and prerequisites for relations between the Kalmyk khanate and the countries of Central Asia. The relations of the Kalmyk khanate with its neighbors in the East, mainly with the Chinese, are traced in detail.