Xinjiang is geographically located in central Asia, and it has played an important historical role in connecting eastern Eurasian (EEA) and western Eurasian (WEA) people. However, human population genomic studies in this region have been largely underrepresented, especially with respect to studies of copy number variations (CNVs). Here we constructed the first CNV map of the three major ethnic minority groups, the Uyghur, Kazakh and Kirgiz, using Affymetrix Genome-Wide Human SNP Array 6.0. We systematically compared the properties of CNVs we identified in the three groups with the data from representatives of EEA and WEA. The analyses indicated a typical genetic admixture pattern in all three groups with ancestries from both EEA and WEA. We also identified several CNV regions showing significant deviation of allele frequency from the expected genome-wide distribution, which might be associated with population-specific phenotypes. Our study provides the first genome-wide perspective on the CNVs of three major Xinjiang ethnic minority groups and has implications for both evolutionary and medical studies.