In 1500, the Muscovite–Lithuanian War resumed. Lithuania once again allied with the Great Horde. In 1501, Khan Sheikh Ahmed attacked Muscovite forces near Rylsk, Novhorod-Siverskyi, and Starodub. Lithuanian Grand Duke Alexander Jagiellon was preoccupied with his succession in the Kingdom of Poland and did not participate in the campaign. A harsh winter combined with burning of the steppe by Meñli I Giray, Khan of the Crimean Khanate, resulted in famine among Sheikh Ahmed's forces. Many of his men deserted him and the remainder was defeated on the Sula River in June 1502.

Sheikh Ahmed was forced into exile. He sought refuge at the Ottoman Empire or an alliance with the Grand Duchy of Moscow, before turning to the Grand Duchy of Lithuania. Instead of helping its former ally, the Grand Duchy imprisoned Sheikh Ahmed for over 20 years. He was used as a bargaining chip in negotiations with the Crimean Khanate: if the Khanate did not behave, Sheikh Ahmed would be released and would resume his war with the Khanate.

After the Battle of Olshanitsa in January 1527, Sheikh Ahmed was released from prison. It is said that he managed to seize power in the Astrakhan Khanate. He died around 1529.