Count V. A. Perovskii’s winter invasion of Khiva was the first significant attempt to project Russian power deep into the settled regions of Central Asia – and it was a dismal failure. This chapter explains how the expedition was proposed by Perovskii and agreed in St Petersburg, the enormous efforts needed to collect sufficient supplies and sufficient camels to carry them, and the hardships suffered by man and beast alike during one of the coldest winters in living memory. The invasion failed because almost all the expedition’s camels died, underlining Russian reliance on these animals and the Qazaqs who bred and drove them. To add to the humiliation, most of the Russian slaves whose liberation was one of the ostensible goals of the expedition were released and brought to Orenburg by a British officer. The lesson the Russians learnt from this humiliation was that long-distance expeditions did not work – instead they turned to fortresses as the best means of conquering and controlling the steppe.