Naming a new capital city is a major decision that often aims to safeguard national peace and security. However, some nations have surprisingly relocated their capital towards danger, in places as diverse as Ming-era China, Tsarist Russia and modern Kazakhstan. This paper explores the political economy rationale behind this practice, analyzing information on moving the capital city during the historical Sino-nomadic conflicts from 221 BCE to 1911. We show that emperors strategically relocated the capital cities closer to northern battlefronts, providing a credible supervision commitment to prevent border-guarding generals from accumulating sufficient power to challenge the regime. The practice became less common after technology shocks facilitated better resource and information transmission.