In the spring of 492 BCE an expeditionary force, to be commanded by Darius's son-in-law Mardonius, was assembled, consisting of a fleet and a land army. Whilst the ultimate aim was to punish Athens and Eretria, the expedition also aimed to subdue as many of the Greek cities as possible. Departing from Cilicia, Mardonius sent the army to march to the Hellespont, whilst he travelled with the fleet. He sailed round the coast of Asia Minor to Ionia, where he spent a short time abolishing the tyrannies that ruled the cities of Ionia. Ironically, since the establishment of democracies had been a key factor in the Ionian Revolt, he replaced the tyrannies with democracies.Mardonius' establishment of democracy here can be seen as a bid to pacify Ionia, allowing his flank to be protected as he advanced towards the Hellespont and then onto Athens and Eretria.

Thence the fleet continued on to the Hellespont, and when all was ready, shipped the land forces across to Europe. The army then marched through Thrace, re-subjugating it, since these lands had already been added to the Persian Empire in 512 BCE, during Darius's campaign against the Scythians. Upon reaching Macedon, the Persians forced it to become a fully subordinate part of the Persian Empire; they had been vassals of the Persians since the late 6th century BCE, but retained their general autonomy.

Meanwhile, the fleet crossed to Thasos, resulting in the Thasians submitting to the Persians. The fleet then rounded the coastline as far as Acanthus in Chalcidice, before attempting to round the headland of Mount Athos. However, they were caught in a violent storm, which drove them against the coastline of Athos, wrecking (according to Herodotus) 300 ships, with the loss of 20,000 men.

Then, whilst the army was camped in Macedon, the Brygians, a local Thracian tribe, launched a night raid against the Persian camp, killing many of the Persians, and wounding Mardonius. Despite his injury, Mardonius made sure that the Brygians were defeated and subjugated, before leading his army back to the Hellespont; the remnants of the navy also retreated to Asia. Although this campaign ended ingloriously, the land approaches to Greece had been secured, and the Greeks had no doubt been made aware of Darius's intentions for them.