The Xiongnu actually never invaded Wei during the Three Kingdoms period. This was for two reasons.

First off, the Xiongnu were already weakened from the Han dynasty's conquering and division of the tribes into the north and south, which created political turmoil. The last rebellions happened around the Beiping area and were supressed by Gongsun Zan in 188-189 before Dong Zhuo's rebellion.

Secondly, when Cao Cao conquered all of Yuan Shao's territory, he took control of the Xiongnu leader Huchuquan and replaced him with a different leader, Qubei. He then divided the tribes into 5 different divisions and spread them across the northern country to further weaken their power. The Xiongnu would not regain their power until the Jin Dynasty was established.

Another northern tribe that Cao Cao was forced to defeat were the Wuhuan tribe that the Yuan family had good relations with. When Cao Cao came north to finish off the Yuan brothers, Shang and Xi, he soundly defeated the alliance of the brothers and the tribe which annihilated almost the entire tribe with the exception of a few rebellions.