In the early 1920s, Haslund joined a group led by a Danish physician named Carl Krebs, who aimed to establish a dairy farm in northern Mongolia, close to the Russian border. They travelled via China and Ulaanbaatar, and established themselves in what is today Erdenebulgan sum in Khövsgöl province. However, the dairy farm project failed due to Mongolia coming under stronger Soviet influence, and Haslund left Outer Mongolia in the mid-1920s. Fascinated by the Mongol way of life, Haslund remained in Inner Mongolia for the following years, e.g. joining Sven Hedin for the Sino-Swedish Scientific Expedition of the late 1920s. After the war, Haslund organised and led the Third Danish Expedition to Central Asia, which lasted six years. A first team, consisting of anthropologists, botanists, geographers, and zoologists would work during 1948 and 1949 in Afghanistan, from Nuristan in the east to Herat in the west, under his leadership. This would extend scientific knowledge to the south-east of the Pamirs and Iran explored respectively by Ole Olufsen in 1896-7 and C. G. Feilberg in 1936. Unfortunately, Haslund's death in 1948 left the Expedition leaderless and the expedition members finished their work as best they could. A new leader was appointed in 1950 but the rest of the plan for the expedition was never accomplished due to the political situation from 1950 onwards.
Publications
Tents in Mongolia : Adventures and Experiences Among the Nomads of Central Asia, by Henning Haslund-Christensen; Elizabeth Sprigge; Claude Napier. New York: E.P. Dutton & Co.,
Men and Gods in Mongolia , by Henning Haslund-Christensen; Elizabeth Sprigge; Claude Napier. New York: E.P. Dutton & co.,
The Music of the Mongols: Part I, Eastern Mongolia. 7. by Henning Haslund-Christensen. Stockholm: Tryckeri aktiebolaget Thule, 1943.
Mongol Costumes: Researches on the Garments Collected by the First and Second Danish Central Asian Expeditions under the Leadership of Henning Haslund-Christensen, 1936-37 and 1938-39, by Henny Harald Hansen. København: I kommission hos Gyldendal, 1950.
Mongolian Journey, by Henning Haslund-Christensen. London: Routledge & K. Paul, .