In the confrontation between the Han Dynasty and the Hsiung-nu, the western regions were like temporary allies that could change the camp at any time. However, no matter which side is preferred, it would bring political, military, and economic backing to the party it supported. Therefore, the western region was the aim that both the Han and the Hsiung-nu wanted to fight for. With the point of penetration that the war the Han set to Ta-yuan from 104BCE to 100BCE, this paper discusses why the Han Dynasty paid so much attention to the western regions represented by Ta-yuan, and what role the western regions played in the Han and the Hsiung-nu disputes from multiple perspectives. The paper uses Selections from the Han Narrative Histories as the main material to sort out clues, spreading evidence in detail, and integrate information, enriching the exploration of the relationship between the Han and other ethnic groups.