From there the journey to Lop Nor followed the old caravan
route, allowing him to trace more remains in Domoko, Niya
River, and Miran. He set out on 1 February 1914 into the waterless
desert northward, moving towards Loulan, a new route. Following
the ancient border line discovered during the second expedition he
arrived again at Dunhuang by the close of March 1914. He
successfully traced the border eastwards for another 250 miles to
the Etsin Gol River. In May he reached Karakhoto, which he
identified with the city of “Etzina”, described by Marco Polo, who
had taken the same routes in the 13th century.

In June 1914, Stein had to stop his work at desert
sites because of the increasing heat, turning his
attention to the Nanshan range. From September, he set out on a journey of
some 500 miles along unsurveyed routes, right across the desert ranges of the
Beishan mountain to the easternmost Tianshan range. The journey along its
northern foot acquainted him with a part of Dzungaria. He excavated sites near
Turfan on the northern Silk Road, especially in Astana and Bezeklik.

In June 1915, Stein returned to Kashgar. Then he started a three
month journey, during which approximately 1,700 miles were
covered on foot and horseback across the Pamirs into
Russian Turkestan. He arrived at Samarkand in October
1915. From there he reached the Persian border by rail,
and travelled along the Persian-Afghan border. He reached
Sistan in early December 1915. There he began a third
winter’s archaeological campaign in ancient Sakastan. Among the extensive ruins of a
palace on the isolated rocky hill of Koh-i-Kwaja, he discovered the remains of wll paintings, the oldest
ones brought to light in Iran. Some of them, distinctly Hellenistic in style, probably dated from
Parthian times, illustrating an Iranian link between the Greco-Buddhist art of north-western India and the
Buddhist art of Central Asia. Another interesting discovery in the same area was that of a chain of watch towers
that form an exact counterpart to the Chinese Han limes (border defenses), and date from the Parthian period.
Stein returned to India in March 1916.

Stein’s detailed record of this expedition, Innermost Asia, was published in 1928.

Stein’s third expedition to Central Asia
was his longest one. The route chosen
for approaching the desert was a new
one, taking him through the mountain
territories of Darel and Tangir, mentioned
in the accounts of Chinese pilgrims, but
never before visited by Europeans. From
Kashgar he travelled east along the foot
of the Tianshan mountain range, then
across the Taklamakan desert to the
south. On route, useful antiquarian
observations were made before
arriving at the oasis of
Khotan in November.