What was Alexander the Great's personal life like?
Alexander's personal life was complicated.
We know that Alexander married at least three women during his short life: Roxane, Stateira, and Parysatis. However, that doesn't necessarily mean he had on-going, intimate relationships with all of them. In those days, marriage was a tool used to (1) build alliances, and (2) produce a male heir (which Alexander did with his Persian wife, Roxane). Polygamy was the norm among Macedonian royalty.
But of his wives, Roxane was the first and most important. Some sources claim Alexander was primarily attracted to her because of her beauty, but that explanation conveniently downplays the strategic value of marrying a Bactrian noblewoman.
Alexander's relations with women may not have been confined to marriage. Plutarch tells us that Alexander had a relationship with a Hellenized Persian woman named Barsine before he even met Roxane. He also tells us that she eventually bore him a child. However, scholars have cast doubt on this claim.
Over the centuries, elaborate legends of Alexander's female conquests became common. For instance, he allegedly had a 10 night affair with an Amazonian queen. Even the ancient historians discarded most of these stories. It is possible, though, that they were partly based on real encounters.
In Alexander's Sex Life, Historian Daniel Ogden makes the point that Alexander’s sexual interest in women has been greatly underestimated by modern scholars. According to Ogden, Alexander had had more sexual encounters with women by the time he died than his father Philip, who was regarded as a womanizer, is known to have had by the same age. Alexander produced a higher average pregnancy rate per year than his father as well. To our knowledge, none of the twenty-five Macedonian kings who preceded Alexander were involved with more women through their early thirties.
While Ogden makes an interesting point here, I don't find it particularly convincing. Considering how many of Alexander's relationships with women had a clear strategic value and how little we know about the early Argead kings, I'm not convinced Alexander was even more interested in women than his royal predecessors.
One thing that separated Alexander from many other powerful men at the time was his lack of interest in forced sexual encounters (rape and sexual slavery), which were relatively common spoils of war.
Alexander had such an aversion to taking advantage of his sexual partners that, as a boy, Philip and Olympias were worried he may fail to produce an heir. It was considered natural for a man in a position of power to force his sexual will upon less powerful women. Not doing so could be seen as cowardly or effeminate.
However, Alexander’s friends did not seem to interpret his behavior in the same way his parents did. It appears they admired his self-control and thoughtfulness when it came to sexual matters.
Now to the men.
Alexander appears to have been sexually intimate with at least one man, a young Persian dancer named Bagoas. Apparently, Bagoas was given to Alexander as a gift by one of the Persian king Darius' commanders. Multiple ancient sources, including Plutarch and Curtius, reference Alexander's desire for Bagoas.
There is also some evidence suggesting Alexander had affairs with two other young men, Excipinus and Hector (son of Parmenion). Both are briefly described as beautiful youth whom Alexander favored.
Although it is commonly assumed that Alexander had a sexual relationship with his close friend and general Hephaestion, the only credible evidence for this is circumstantial.
Probably the most convincing piece of this evidence for a sexual relationship is the way Alexander reacted to Hephaestion's death. He seemed to have intentionally modeled his devastation off of how Achilles dealt with the death of Patroclus in Homer's the Iliad. In Alexander's era, it was commonly believed that Achilles and Patroclus were lovers. So, if Alexander really did intentionally invoke this comparison, it seems probable he was (or at least wished to be) sexually intimate with Hephaestion.
It's also worth noting that Alexander never showed any comparable degree of emotional investment in any of his confirmed lovers, male or female. Hephaestion meant the most to him, regardless of the nature of their relationship.
The overall account of Alexander's personal life offered by the ancient sources, while not always historically credible, generally lines up with what we know about Alexander's father, Philip II, and the culture of the royal court of Macedon.
Ogden concludes by writing: "...a strictly heterosexual and non 'promiscuous' Alexander is ultimately harder to understand and explain in historical context than the opposite."