Tengger Cavalry was initially formed as a one-man project by Nature Tianran Zhang, who had been taught by Mongolian musicians for years. By September 2010 he released an EP called Blood Sacrifice Shaman.

After one year’s rest Tengger Cavalry released a double album (which was only available in the China region) in November of 2011.

The release of the double album brought Tengger Cavalry greater attention. In December of 2011, MTV published an article Tengger Cavalry’s Black Metal For Pagan Hordes and gave high comments on the music. Fiddle (Morin Khuur) player Xin Wang, who was also the student of the famous fiddle artist He Xige, joined in the band at the beginning of 2012, after which the drummer Kai Ding and bassist Wei Wang joined in and the band started to perform in Beijing.

In the December 2012, Tengger Cavalry signed with American metal label Metal Hell Records and released its first album Sunesu Cavalry (US edition) in US & EU region with 3 new works composed by Nature and Xin together, after which the UK metal magazine Terrorizer did an interview for the band.

In February of 2013 Tengger Cavalry released its newest album Black Steed in the Chinese Region; several months later Metal Hell Records released the second album of Tengger Cavalry, The Expedition, in US & EU region.

In 2014 Tengger Cavalry released its new album Ancient Call.