He originally served the dying Jin Dynasty under pressure from the Mongol Empire. While the Mongols under Genghis Khan invaded Jin, a Khitan chief Yelü Liuge (耶律留哥) revolted against the dynasty in Liaodong in 1211 and made contact with the Mongol Empire in the next year. In 1214 Jin dispatched Puxian Wannu to Liaodong, but he was defeated around Kaiyuan. While Mukhali of the Mongol Empire invaded Northern China, Puxian Wannu rebelled against Jin and founded the Dazhen (大眞) kingdom in Dongjing (Liaoyang) in 1215. He named his title as Tianwang (天王 lit. Heveanly King) and his era name as Tiantai (天泰).
As a result of an internal strife in the so-called bogus Liao (偽遼國), Yelü Liuge was expelled and sought support from Genghis. The Khitans got a counterattack from Jin and fled to Goryeo without permission. Puxian Wannu capitulated to Mukhali's army and sent his son Tege (帖哥, 鐵哥 tie ge) as a hostage in 1216. However, he revolted soon after that and fled to an island while the Mongol army invaded Liaoxi and Liaodong.
In 1217 he moved from Dongjing to the Tumen River basin possibly to avoid both Mongol and Jin oppressions. He again named his kingdom Dongxia (東夏), put the capital around Yanji and called it Nanjing (南京 southern capital). His domain spread north to Laoyeling mountains, south to Hamgyŏngnamdo, North Korea, east to the Sea of Japan and west to the Zhangguangcailing mountains. That covers borderlands of China, Russia and North Korea.
The name of the kingdom is controversial. Chinese documents call it Dongxia but Goryeo almost always called it Dongzhen (東眞). Yanai Wataru insisted that 夏 was a misunderstanding of 眞. In the meanwhile Ikeuchi Hiroshi claimed that Dongzhen was an abbreviated form of Dong Nüzhen 東女眞 (Eastern Jurchen) and was just an alias.
He seems to have submitted to the Mongol Empire again. In 1218 the Mongol and Dongxia armies jointly intruded to Goryeo to subdue the Khitan remnants. Goryeo also joined the campaign and the Khitans were exterminated. The Mongol army retreated after establishing the "sibling" relationship with Goryeo. Mongol officers with Dongxia delegates came to Goryeo to exact tribute.
In 1222 Puxian Wannu revolted to the Mongol Empire yet again while Genghis Khan made an expedition toward the west. Since Goryeo rejected his demand for opening of trading posts on the border, he invaded Goryeo many times. It seems that he expected the collapse of the Mongol Empire after Genghis's death as was happened in other nomadic empires, but Ögedei Khan the successor still expanded the empire. In 1233 Ögedei's son Güyük attacked Dongxia with large force and captured Puxian Wannu. The Jin Dynasty was overthrown in the next year.