The Mogao Grottoes were built during the Sixteen Kingdoms period. According to the book "Li Kerang Rebuilds the Monument of Mogao Grottoes" in Tang Dynasty, in 366 AD, two years before the founding of the Qin Dynasty, some monks were happy to pass by this mountain and suddenly saw the golden light shining like Buddha, so they dug the first cave on the rock wall. Since then, Zen master Fa Liang and others have continued to build caves here to practice, which are called "desert grottoes", meaning "high places in the desert". Later generations renamed it "Mogao Grottoes" because of the common "desert" and "Mo". There is another saying: Buddhists say that it is impossible and impossible to build a Buddha cave because of its infinite merits. Mogao Grottoes means that there is no higher cultivation than building Buddha Grottoes.

During the Northern Wei, Western Wei and Northern Zhou Dynasties, the rulers believed in Buddhism, and the construction of grottoes was supported by princes and nobles, which developed rapidly. During the Sui and Tang Dynasties, with the prosperity of the Silk Road, the Mogao Grottoes flourished, and there were more than a thousand caves in Wu Zetian. After the Anshi Rebellion, Dunhuang was occupied by Tubo and Guiyi Army successively, but the carving activities were not greatly affected. In the Northern Song Dynasty, Xixia and Yuan Dynasty, the Mogao Grottoes gradually declined, and only the caves of the previous dynasties were rebuilt, with few new buildings.

After the Yuan Dynasty, Dunhuang stopped opening caves and gradually became barren. In the seventh year of Jiajing in Ming Dynasty (1528), Jiayuguan was closed, and Dunhuang became a nomadic place in the frontier fortress. In the fifty-seventh year of Kangxi in Qing Dynasty (17 18), Xinjiang was settled, and in the first year of Yongzheng (1723), Shazhou Station was set up in Dunhuang, and in the third year (1725), it was changed to Shazhou Wei, and immigrants from Gansu provinces settled in Dunhuang and rebuilt Shazhou City. In the twenty-five years of Qianlong (1760), Shazhouwei was changed to Dunhuang County, and Dunhuang economy began to recover. The Mogao grottoes began to be noticed by people.

In the 26th year of Guangxu reign in Qing Dynasty (1900), the Tibetan Sutra Cave that shocked the world was discovered. Unfortunately, under the specific historical background of the corrupt and incompetent government and the invasion of China by western powers in the late Qing Dynasty, shortly after the discovery of the cultural relics in the Tibetan Sutra Cave, western explorers such as Stein of Britain, Boscio of Japan, Zuizhou Lihua of Japan and Odenburg of Russia came to Dunhuang one after another and defrauded a large number of cultural relics in the Tibetan Sutra Cave from Taoist Wang by unfair means, resulting in the looting of all the cultural relics in the Tibetan Sutra Cave, and most of them were unfortunately scattered in Britain, France, Russia and Japan.