Yes, the following is taken from Wikipedia:

Roxana (Avestan: Raoxshna or Roshanak, "luminous beauty"; Persian: رخسانه‎ Rokhsāna; Pashto: روښانه‎ Rox̌āna), sometimes Roxanne, Roxanna, Roxandra and Roxane, was a Bactrian (Afghanistan) princess and a wife of Alexander the Great. She was born earlier than the year 343 BC, though the precise date remains uncertain.



Sometimes described as a Sogdanian princess; both Bactria and Sogdania were eastern outposts of the Persian empire.