A photograph of the fresco depicting the Marriage of Alexander and Roxana now in the Galleria Borghese (inv. no. 303), removed from Raphael's Villa, the so-called Casino Raffaello. Annotation on the verso.

This building — a small summer-house, also known as the Casino Olgiati — was destroyed in the siege of Rome in 1849 and used to be in the Galoppatoio area of the present-day Borghese Park. Ruland (1876) notes that: "the three principal frescoes have been removed before". In the life of Raphael written by Quatremere de Quincy and translated into Italian by Francesco Longhena in 1829, it is noted that seven prints after the paintings of this Villa were made by Francesco Saverio Gonzales, five of which are in the Royal Collection (see RCINs 854035.a-d and 854037). Longhena also writes that in the Villa there was a portrait of La Fornarina, the fresco of the Marriage of Alexander and Roxana, representations of the Vices with arrows and the Sacrifice of Flora on the ceiling.

This fresco derives from Luciano's story in the dialogue Herodotus sive Action and the same episode was frescoed by Sodoma in the Villa Farnesina between 1515 and 1516.