She married Alexander at the age of 16 after he visited the fortress of Sogdian Rock. Ancient sources describe Alexander's professed love for Roxana. She accompanied him on his campaign in Pakistan and northern India in 326 BC.
After Alexander's sudden death at Babylon in 323 BC, she bore him a posthumous son called Alexander IV Aegus. Also, after Alexander's death, Roxana murdered Alexander's other widow, Stateira II, as well as either Stateira's sister Drypteis or Parysatis II (Alexander's third wife).
Roxana and her son were protected by Alexander's mother, Olympias, in Macedonia, but her assassination in 316 BC allowed Cassander to seek kingship. Since Alexander IV Aegus was the legitimate heir to the Alexandrian empire, Cassander ordered him and Roxana assassinated about 310 BC.