The War of the Heavenly Horses or the Han–Dayuan War was a military conflict fought in 104 BCE and 102 BCE between the Chinese Han dynasty and the Saka-ruled Greco-Bactrian kingdom known to the Chinese as Dayuan ("Great Ionians"), in the Ferghana Valley at the easternmost end of the former Persian Empire (between modern-day Uzbekistan, Kyrgyzstan and Tajikistan). The war was allegedly instigated by trade disputes compounded by the extended geopolitics surrounding the Han-Xiongnu War, resulting in two Han expeditions that eventuated in a decisive Han victory, allowing Han China to expand its hegemony deep into Central Asia (then known to the Chinese as the Western Regions).

Emperor Wu of Han had received reports from diplomat Zhang Qian that Dayuan owned fast and powerful Ferghana horses known as the "heavenly horses", which would help greatly with improving the quality of their cavalry mounts when fighting the Xiongnu horse nomads, so he sent envoys to survey the region and establish trade routes to import these horses. However, the Dayuan king not only refused the deal, but also confiscated the payment gold, and had the Han ambassadors ambushed and killed on their way home. Humiliated and enraged, the Han court sent an army led by General Li Guangli to subdue Dayuan, but their first incursion was poorly organized and undersupplied. A second, larger and much better provisioned expedition was sent two years later and successfully laid siege to the Dayuan capital at Alexandria Eschate, and forced Dayuan to surrender unconditionally. The Han expeditionary forces installed a pro-Han regime in Dayuan and took back enough horses to improve Han's horse breeding. This power projection also forced many smaller Tocharian oasis city-states in the Western Regions to switch their alliance from Xiongnu to the Han Dynasty, which paved the way for the later establishment of the Protectorate of the Western Regions.