The Safavid dynasty began declining in the mid-seventeenth century. Sultan Husayn (the last Safavid monarch) alienated his court's nobility, and Khan's family was reduced to poverty. To try his luck in India, Khan's father and elder brother migrated to Bengal in late 1707 during the reign of Mughal emperor Bahadur Shah I. From there they went to Bihar, settled in Patna and were granted an allowance by Murshid Quli Khan. At this time, Khan lived in Nishapur. According to historian Kamaluddin Haider, his wife ridiculed him for being a hanger-on in her father's house. Stung, Khan migrated to India in search of job. According to historian Ghulam Ali, he arrived in Patna in 1708 or 1709. Khan's father died before his arrival, and was buried "some distance away from his new home". In 1709, the brothers started for Delhi in search of employment.