Ulzhan opens with a French visitor named Charles, crossing the border into Kazakhstan in a black Peugeot, as a seemingly orderly and predictable foreigner. As his trip progresses however, Charles' rationality seems to rapidly deteriorate.
In the middle of the desert he abandons his car, and insists on walking through the sandy dunes. He then loses his passport and suggests he does not need a new one. In his rapid slide down, the only object that he still values is an old photograph of a woman with two children and a postcard.
On his journey to nowhere, Charles finds new friends: Shakuni, a descendant of shamans; Ulzhan, a Kazakhi girl that deeply senses his inner pains and attempts to soothe and love him; and a horse that takes him deep into the mountains in search of death or redemption.
Apart from being a sweetly emotional and melancholic drama, the film also provides satire on modern Kazakhstan, where communism has been swiftly turned into turbo-capitalism. Just as Ulzhan observes, "a zoo became a jungle." Historically significant locations, such as gulags, kolkhozes, nuclear test sites, and the dried-up Aral Sea make Ulzhan a contemplative film with a powerful backdrop for Charles' plight.
The viewer is ultimately left to decide what this weary and pained traveler is looking for as Ulzhan compassionately follows him with a pure heart and undisturbed beauty.