Central Asian states are usually considered as passive elements rather than active agents of integration in Greater Eurasia. This article considers the role of these states as active agents shaping integration processes according to their own interests and perspectives. All Central Asian states conduct so-called “multivector” foreign policies balancing relations with the key great powers (Russia, China, and “collective West”) as well as with Middle Eastern and South Asian nations. From their point of view, the ideal formula for Greater Eurasia should include the entire continent. However, the current geopolitical situation in the world turns integration of Central Asian nations with Russia and China into the only available option. Political and military integration with Russia within the CSTO as well as economic integration with Russia within the Eurasian Economic Union are key elements of this. The SCO is also very important as the key structure shaping regional security system. The general framework for the construction of Greater Eurasia including Russia, China, and Central Asian nations in the economic sphere is mostly connected to the Chinese “Belt and Road” initiative and to the agreement on cooperation between this initiative and the Eurasian Economic Union. However, between Central Asian nations, on one hand, and Moscow and Beijing, on the other hand, there are still many practical issues that must be solved to push integration forward, and currently there are no indicators that these issues would be solved in the near future.