He didn't. In his time, the Persians and Greeks were the same people. They both were fully white without any other mix.
Not only where they identical racially, but they also where identical religiously. They knew and followed the same Gods, just like all civilizations around the world at that time. The reason why they called the same Gods by different names is simply because they spoke a different language. But they all understood that they were following and working with the same Gods.
This is what made his "conquest" so easy. It was easy for all of these groups and countries to assimilate together because they all were aligned with the same culture already. The only conflict was about local political leaders wanting to remain in power, and Alexander the Great convincing them to agree to align under a larger political group. Basically getting local cities, towns, and states to agree to come together as one larger country.