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The article is devoted to the analysis of information from the Ossetian folklore and ethnographic tradition, illuminating the history of Alan migrations in the Early Medieval Period. The scientific relevance of this problem is determined by the lack of a comprehensive historical analysis in research papers. The purpose of the study is to identify possible migration events in the context of the history of the Alans in the Caucasus region. The study is based on historical, ethnographic, and folklore materials, some of which have been briefly reviewed in separate scientific publications. In the course of the study, methods of narrative source analysis were based on the principles of historicism and systematic presentation. The study identifies Ossetian legends that preserve not only general information about the arrival of the Ossetians’ ancestors from more northern territories but also specify the starting point of this migration as the Don River. Historically, this information must be linked to the migration of a significant portion of the Alanian population from the North Caucasus to the Don region in the 8th century as part of the Khazar Khaganate’s policy to protect its northwestern borders in the 8th century. Their adaptation to the new location could have been stimulated by similar geographic conditions and their own military and construction experience. In the 10th century, the descendants of the migrants, whose society had intensively developed in the new conditions, returned to their ancestral homeland, which had a significant impact on the formation of the independent Early Medieval Alanian state. The significance of this stage in Alanian history could have objectively determined the recording of these distant events in the historical memory of the Ossetians in the form of accounts of their ancestors’ arrival from the Don. The analyzed materials also allow us to raise the question of the peculiar reflection of this memory in the context of Ossetia’s incorporation into the Russian Empire.