Kazakh people, like many other populations that settled in Central Asia, demonstrate an array of mixed anthropological features of East Eurasian (EEA) and West Eurasian (WEA) populations, indicating a possible scenario of biological admixture between already differentiated EEA and WEA populations. However, their complex biological origin, genomic makeup, and genetic interaction with surrounding populations are not well understood. To decipher their genetic structure and population history, we conducted, to our knowledge, the first whole-genome sequencing study of Kazakhs residing in Xinjiang (KZK). We demonstrated that KZK derived their ancestries from 4 ancestral source populations: East Asian (similar to 39.7%), West Asian (similar to 28.6%), Siberian (similar to 23.6%), and South Asian (similar to 8.1%). The recognizable interactions of EEA and WEA ancestries in Kazakhs were dated back to the 15th century BCE. Kazakhs were genetically distinctive from the Uyghurs in terms of their overall genomic makeup, although the 2 populations were closely related in genetics, and both showed a substantial admixture of western and eastern peoples. Notably, we identified a considerable sex-biased admixture, with an excess of western males and eastern females contributing to the KZK gene pool. We further identified a set of genes that showed remarkable differentiation in KZK from the surrounding populations, including those associated with skin color (SLC24A5, OCA2), essential hypertension (HLA-DQB1), hypertension (MTHFR, SLC35F3), and neuron development (CNTNAP2). These results advance our understanding of the complex history of contacts between Western and Eastern Eurasians, especially those living or along the old Silk Road.