Let us go again into Cave 323 of the Mogao Caves at Dunhuang to take a closer look at the two golden figures in the Ganquan Palace (Fig. 3.1). The painter made up a story: Emperor Wu of the Han Dynasty got two golden figurines from the Xiongnu and, being ignorant of their names, he sent Zhang Qian to Bactria and learned that they were statues of the Buddha. The mural in this cave presented them as the Buddha statues. However, according to Jin Midi zhuan (“Biography of Jin Midi”) in the History of the Han Dynasty, General Huo Qubing led his troops against the Xiongnu in the years of Yuanshou in Emperor Wu’s reign. He killed many and grabbed two golden figurines used as a sacrifice to Heaven. It can be seen from here that the statues were items of sacrifice for the Xiongnu rather than things for other purposes. They might be used in the sacrificial activities of the Xiongnu after they were converted to Zoroastrianism worshipping the heavenly god Ormazd.