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Not everyone in Persia was Zoroastrian and so it is doubtful its teachings would have mattered much to the average Persian soldier in Alexander’s ranks.  However, Alexander underestimated the depth of religious conviction amongst Zoroastrian zealots, and when the equivalent of a fatwa was issued against him after he erected a blasphemous statue of a lion in the holy city of Ecbatana at the end of 324 BC, he failed to show any sign of concern.  Alexander even ignored a number of Zoroastrian holy men who warned him about the religious death threat a few weeks before he died.

Defeat of Darius
Alexander and Statira
Statira was the sixteen-year-old daughter of the Persian king Darius III who had been captured as a child after the battle of Issus in 333 BC.  Along with her mother and sister, she had been well treated by Alexander and had been raised with a Greek education in the occupied city of Susa.When Alexander arrived back from India in 324 BC he decided to make Statira his second wife, presumably as a political act to secure his position as king of the Persian Empire.  Statira had promised to kill Alexander as a child, as she hated him for conquering her country and held him responsible for her father’s death.  However, she had another motive to assassinate the king.
Right: Roman mural from Pompeii, depicting the marriage of Alexander and Statira.  Dating from around 200 BC, this picture graphically depicts the girl’s loathing for the man she was forced to wed.
Zoroastrianism taught the equality of men and women and, as a devout Zoroastrian, it was Statira’s obligation to kill her husband if she could.  For some months after the death sentence was passed, Alexander was in the field of battle putting down an insurrection in northern Iran and Statira had been sent ahead to Babylon.  The first chance she got to carry out what she may have considered her sacred duty was when Alexander joined her there in the summer of the following year - and within a few short weeks he was indeed dead.
Right: Revenge for the death of her father King Darius may not have been Statira’s only motive to murder Alexander.
Although she had been brought up Macedonian style, she had been allowed to practice her native Zoroastrian religion.   However, having originally been tolerant of foreign religions, a few months before he died Alexander began to persecute the Zoroastrians.  He desecrated their temples, outlawed their practices, executed priests and ordered the Avesta, the holy book of Zoroastrianism, to be burned.