It is generally believed that the language that evolved into the Indo-European languages originated in the region in the vicinity of the Caspian Sea. There is some evidence that it arose as a result of the amalgamation of three tribes; one pastoral/militaristic, one agricultural and one metal-working. The metal workers provided the weapons for the militarists and tools for the agriculturalists. The militarists conquered areas for the agriculturalists to farm and feed the warriors and the metal-workers.

Some of the Indo-Europeans migrated into the Oxus River Valley and the Iranian Plateau. Others migrated to the north and west where their language evolved into the languages of Europe. Some went northeast where their language evolved into Tocharian. From Iran there were migrations into North India to the east and west into the Tigris-Euphrates River Valleys where they established the Mitanni Empire. Later there were migrations that accounted for the Scythians and Sarmations of Central Asia.

The migration into North India was, of course, the far most important of the migrations from Iran. The languages of Iran and North India underwent evolution so it was not immediately obvious that they were related. Thanks to the detailed preservation of the exact language of religious encantations and texts a comparison can be made. The religious tracts of Ancient Iran are known as the Avesta. Some of these are believed to have been composed by Zoroaster. The religious tracts of North India are the Vedas.

Grammatically there is little difference between the languages of the Avesta and the Vedas. Both languages underwent systematic phonetic change. However, according to Thomas-Burrow, in his book, The Sanskrit Language

It is quite possible to find verses in the oldest portion of the Avesta, which simply by phonetic substitutions according to established laws can be turned into intelligible Sanskrit.

The languages of the Avesta and the Vedas shared some vocabulary that is not shared with the other Indo-European languages. Some examples are shown below.

In the field of religion there are some interesting contrasts. Words such as devá have the meaning of god in the Vedas have the meaning of devil in the Avesta. Likewise some names for Vedic gods show up in the Avesta as evil spirits. This is likely due to the ancestors of the migrants to North India being a competing tribe of the tribe responsible for the creation of the Avesta.