When Ban Chao was an envoy to the Western Region, he once went to visit the king of Shanshan with a small entourage of only 36 men. The king treated him with the utmost hospitality, until an envoy from the Xiongnu arrived with a large retinue, whereupon he gave Ban Chao the cold-shoulder.
Realizing that both his mission and he himself were in danger, Ban Chao devised a desperate plan: they would launch a surprise attack on the Xiongnu encampment at night, beating gongs and setting fire to the tents. When the Xiongnu rushed out in a panic, they would slay them. When his men expressed alarm at such a perilous undertaking, Ban Chao said, “How can you catch tiger cubs without first entering the tiger’s den?”
So they carried out the plan, annihilated the Xiongnu’s tents and won the king of Shanshan’s allegiance to the Han emperor.
Later, the saying, “You must enter the tiger’s den to catch his cubs” came to be used to indicate that no great enterprise can be successful without some risk being taken.
Source: The Stories Behind 100 Chinese Idioms by He Zeren & Zhou Lingzhong