The Kashgar Valley was located in western Cathay, near Yarkand. The First Doctor, Susan, Ian, and Barbara travelled through the valley en route to en route to Shang-Tu with Marco Polo and his caravan. (TV: "The Roof of the World")
Behind the scenes
Kashgar is never seen in the story itself, as Marco Polo's narration bridges the gap of the journey from the Plain of Pamir to Lop. This narration, however, describes the journey through Kashgar in scarce detail.