Roxane was the daughter of a Sogdian/Bactrian nobleman. The Sogdians were an ancient Iranian people whose homeland was in the area around Samarkand and who had established settlements throughout Chinese Turkistan before the advent of Islam.

When Alexander the Great invaded the Persian Empire, the Bactrians, under Bessus, resisted stoutly, but they were subdued in 328.

Roxane, then only sixteen years old, offered herself to Alexander the Great and they were married in 327. Aetion, a contemporary painter made a painting of it, which was later re-created by the Renaissance painter Giovanne Bazzi better known as Il Sodoma. From the painting we know that Alexander's best man was his friend and lover Hephaestion.

In 323 Roxane became pregnant but Alexander the Great died without ever seeing his son. One of Alexander's commanders, Perdiccas, was chosen as regent for Alexander's mentally retarded brother and Alexander's son. Perdiccas and Roxane executed Alexander's second wife Statira who could have been a rival to Roxane and her son.

Roxane and her son were murdered by Cassander in 310 B.C.

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