The Chihuahua expedition of 1839–40 was undertaken by a caravan of Mexican traders from Chihuahua City, Chihuahua, that sought to open a direct trade with the United States by way of a shorter trail than the circuitous route through St. Louis, Santa Fe, and El Paso. In response to Mexican interest in trade after the opening of the Presidio del Norte entry to Texas in 1830, Henry Connelly, a Missouri physician and prominent Chihuahua merchant, organized a party of more than 100 men accompanied by fifty Mexican dragoons that left Chihuahua with 200,000 or 300,000 dollars in specie on April 2, 1839. They traveled northeast to the Rio Grande, crossed at the site of present Presidio, then went on to the headwaters of the Colorado and Brazos rivers, possibly between the Double Mountain and Clear Forks of the Brazos. Moving northeast, the party initially mistook the Canadian for the Red River, then proceeded to the Red, traveled downriver, and crossed at the mouth of the Wichita River into Indian Territory. There, a Delaware Indian band directed them to Fort Towson. Connelly proceeded east, reached the post in June, and presented the commandant, Maj. Henry Wilson, a passport issued at Chihuahua on April 1 by Governor Simón Elias Gonzales, authorizing him to pass with his party through the Republic of Mexico to the state of Arkansas. Connelly next took a steamboat to Louisiana to exchange his gold and silver for merchandise, then returned to Fort Towson in early September. He left Fulton, Arkansas, in April 1840 after delays for weather, with between sixty and eighty new wagons loaded with merchandise and a company of American equestrian circus performers carrying tents and equipment to entertain in Mexico. Connelly maintained cordial relations between the Mexicans and the inhabitants of the northern Texas settlements who might have inspected and taxed the party heavily on its return. Citizens were eager for the trade and dealt generously. The return route passed from Fort Towson into North Texas, through what became Red River, Lamar, Fannin, Grayson, Cooke, Montague, Clay, and Archer counties. The expedition passed the sites of Paris and Bonham, swung south of Sherman through Whitesboro, north of Gainesville and Muenster, and into the city limits of St. Jo in Montague County. Some six miles west, the travelers veered northward into the Cross Timbers between Montague and Nocona, where the caravan spent five weeks cutting through and traversing the muddy prairies. The remainder of the route passed northwest of the site of Montague, north of Brushy Mound, and northwest of Bowie. The next two or three hundred miles are uncertain, but the traders traveled several days near the Brazos, probably upstream. They hit their incoming route near Archer City and marched west past Seymour before turning south, likely passing near the sites of present Benjamin, Aspermont, and Colorado City. After fording the head branches of the Brazos, they found another part of their path near the site of modern Snyder at a branch of the Colorado, apparently south of some sandy and salty regions of the Brazos, and crossed the area of Big Spring. The route then ran southwest by Stiles, some seventy miles west of San Angelo, to the Pecos River. From near McCamey it passed near Comanche Springs at Fort Stockton, traveled a mile north of Alpine, then moved on through Paisano Pass to the west and down the course of Alamito Creek to the site of Presidio on the Rio Grande.
On arrival, the traders spent forty-five days reaching a compromise on duty payments. Governor José Irigoyen, who had promised lower tariffs, had died, and full duties were now threatened. Eventually, the caravan crossed the Rio Grande, passed down its original trail along the Río Conchos, and arrived at the town of Chihuahua on August 27, 1840. Because of the tariff increases and unfavorable reports on the trail, the trip was not repeated, and use of the route was curtailed until the late 1840s. Connelly's route is sometimes called the Chihuahua Trail, though another Chihuahua Trail was developed to the west of Texas.