Kazakhstan is the world's largest landlocked country by land area and the ninth largest country in the world; its territory of 2,724,900 square kilometres (1,052,100 sq mi) is larger than Western Europe.n the 19th century, the Russian Empire began to expand into Central Asia. The  Great Game  period is generally regarded as running from approximately 1813 to the Anglo-Russian Convention of 1907. The tsars effectively ruled over most of the territory belonging to what is now the Republic of Kazakhstan.