Roxana was born in c. 340 BC as the daughter of a Bactrian nobleman named Oxyartes, who served Bessus, the satrap of Bactria and Sogdia. He was thus probably also involved in the murder of the last Achaemenid king Darius III. After Bessus was captured by the Macedonian ruler Alexander the Great, Oxyartes and his family continued to resist the Greeks, and along with other Iranian notables such as the Sogdian warlord Spitamenes, took up a defensive position in a fortress known as the Sogdian Rock.