Chapter 3 deals with the possible encounters of the West with Buddhism from Alexander the Great’s expedition to India in the fourth century BCE to Saint Jerome’s belief that the Buddha was born of a virgin in the fourth century CE. It deals in particular with the question of whether the Greek historians of antiquity were identifying Buddhists among the Indian philosophers that they encountered, the difficulties that we have in interpreting their words, and the care we need to take in coming to any conclusions that they were encountering Buddhism. It examines also what is unarguably the first reference to the Buddha in the West in Clement of Alexandria’s Stromateis (Miscellanies) and the importance of Alexandria in the Buddha’s coming to the West. It also examines the much-disputed question of the extent to which the Buddha may have influenced Greek philosophy and particularly Pyrrho, the traditional founder of Greek scepticism. In conclusion, the chapter looks at Saint Jerome’s awareness of the Buddha as the founder of a religion and the role of the tradition of the Manichees in bringing knowledge of Buddhism to the West.