E.G.Pulleyblank: The Hsiung-nu
'Only direct linguistic evidence can be of value in solving the problem of the Hsiung-nu language. Unfortunately there is only a small body of material available for investigating this question. There are many Hsiung-nu words in Chinese transcription but most of them are proper names or titles of which the meanings are unknown. The corpus of words for which Chinese translations are provided is quite limited. Efforts to connect these words with the major languages that later dominated the eastern steppes have not been very successful.
One word which early attracted attention was ch'eng-li, EMC thraïn,j-li < *thárn,-ri (?), "heaven". Every one agrees that this must be etymologically the same word as Turkish tängri, Mongol tenggeri, tngri. Pelliot (1944) has, however, given good arguments for thinking that it is a loan word in both Turkish and Mongolian. If this is correct, the word is probably one of the many cultural elements borrowed from the Hsiung-nu by the later steppe empires and may actually be evidence that the Hsiung-nu language was not closely related to either Turkish or Mongolian.'
But couldn't you just as easily maintain it's a borrowing from Chinese tien "heaven"?