The first recorded contact between yoga and western thought occurred during the times of Plato (428–348 BCE) and his disciple Aristotle (384–322 BCE). The Greeks had heard much about the Indian yogis, whom they called gymnosophists (“naked philosophers”) and greatly admired their depth of wisdom.

In 327 BCE Alexander the Great invaded a small portion of India, only to abandon it, exhausted, after two years and move on to Persia. Alexander the Great had been instilled with a deep appreciation of philosophy by his master Aristotle as well as by the unorthodox teacher Diogenes, and was eager to learn from yogis. The Greek historian Plutarch recounts two interesting episodes in the life of Alexander in this respect.

Once Alexander sent one of his messengers, Onesikritos (a student of Diogenes) to summon a great forest-dwelling sage called Dandini (known as Dandamis in Greek) to come to Alexander’s camp and engage in some philosophical discourse with him. The sage, absorbed in blissful contemplation, gave no answer. Onesikritos warned the yogi that Alexander did not take kindly to not being obeyed, and that he would have the sage put to death if he did not comply with his request. To which Dandini calmly remarked that the tyrant may well cut off his head, but could never disturb the peace of his soul… something that Alexander had apparently never found in all his wanderings and conquests. When Alexander received the message, he was seized by the greatest desire to meet such a fearless sage, and came to him willingly. The great yogi taught him that the body belongs to man, but that man does not belong to the body, so even beheading does not bring any suffering to one established in soul consciousness.

Another time, Alexander’s army had captured a large group of prisoners in a fierce battle, amongst which were ten brahmin yogis. Alexander decided to test their wisdom with some trick questions, specifying that whoever gave the worst answer would be the first to die. Having appointed the oldest brahmin to be the judge of the competition, he began the interrogation.

To the first yogi he asked, “Which be the more numerous, the living or the dead?” “The living,” said the yogi, “because the dead no longer count.”
“Which breeds more creatures, the sea or the land?” Alexander asked the second. “The land,” was his answer, “because the sea is only a part of it.”
Turning to the third brahmin, he asked “Which is the cleverest of beasts?”
“The one we have not found yet” he replied.
Alexander asked the fourth what argument he had used to stir up the Indians to fight against him, and he answered: “Only that one should either live nobly or die nobly.”
“Which existed first, the day or the night?” he asked the fifth yogi. “The day was first… by one day” he answered. As Alexander looked dissatisfied with this answer, the sage added: “Strange questions deserve strange answers.”
“What should a man do to make himself loved?” asked Alexander. The sixth yogi replied: “Be powerful without making yourself be feared.”
Alexander then asked a question very dear to his heart “What does a man have to do to become a god?” The seventh yogi responded: “Do what is impossible for a man to do.”
“Which is stronger, life or death?” he questioned the eighth yogi, who responded: “Life, because it bears so many miseries.”
To the ninth yogi he asked “How long is it proper for a man to live?”, and he said: “Until it seems better to die.”
Finally, Alexander turned to the last yogi officiating as the judge, and asked him for his verdict. The old sage said that each one had answered worse than the other. “You will die first, then, for delivering such a judgment,” said Alexander. “Not so, mighty king” said the yogi, “as you said that you would kill first the one who made the worst answer.”
Alexander was so impressed with each of the ten yogis’ sagacity that he set them all free and rewarded them richly. He further requested the oldest one, Swami Sphines, to stay on as his personal guide and instructor, to which the sage agreed.
Swami Sphines became known as Kalanos in Greek—due to the old saint’s custom of always uttering the name of his chosen deity, Kali.
Kalanos accompanied Alexander to Persia, where he left his body in extraordinary circumstances. Sensing the time of his death coming near, he embraced all his intimate friends, but he only looked at Alexander and addressed him with the words “I shall meet you shortly in Babylon”. He then calmly entered his own funeral pyre and let himself be consumed to ashes in front of the whole Macedonian army. A year later, on June 13, 323 BCE, Alexander died outside the walls of Babylon. Kalanos’ words had proved true, and guru and disciple were reunited beyond life and death.

Kalanos, also spelled Calanus (c. 398 - 323 BCE) was a Hindu Rishi (sage), who accompanied Alexander the Great to Persis and later committed suicide by self-immolation.^[1] It was from Kalanos that Alexander came to know of Dandamis, the leader of their group, whom Alexander later went to meet in the forest.^[2]

He was seventy-three years of age at time of his death.^[13] When the Persian weather and travel had weakened him, he informed Alexander that he would rather like to die than live as an invalid. He decided to take his life by self-immolation, a Hindu practice.^[14] Although Alexander tried to dissuade him from this course of action, upon Kalanos' insistence the job of building a pyre was entrusted to Ptolemy.^[13] Kalanos is mentioned also by Alexander's admirals, Nearchus and Chares of Mytilene.^[4] The city where this immolation took place wasSusa in the year 323 B.C.^[3][8] Kalanos distributed all the costly gifts he got from the king to the people and wore just a garland of flowers and chanted Indian hymns.^[15] He presented his horse to one of his Greek pupils named Lysimachus.^[16] He did not flinch as he burnt to the astonishment of those who watched.^[9][17][18] Although Alexander was not personally present at time of his immolation, his last words to Alexander were We shall meet in Babylon.^[14][19][20] He is said to have prophesied the death of Alexander in Babylon, even though at the time of death of Kalanos, Alexander did not have any plans to go to Babylon

The term is first used by Plutarch in the 1st century CE, when describing an encounter by Alexander the Great with ten gymnosophists near the banks of the Indus river in India - now in Pakistan.

He (Alexander) captured ten of the Gymnosophists who had done most to get Sabbas to revolt, and had made the most trouble for the Macedonians. These philosophers were reputed to be clever and concise in answering questions, and Alexander therefore put difficult questions to them, declaring that he would put to death him who first made an incorrect answer, and then the rest, in an order determined in like manner; and he commanded one of them, the oldest, to be the judge in the contest. The first one, accordingly, being asked which, in his opinion, were more numerous, the living or the dead, said that the living were, since the dead no longer existed. The second, being asked whether the earth or the sea produced larger animals, said the earth did, since the sea was but a part of the earth. The third, being asked what animal was the most cunning, said: "That which up to this time man has not discovered." The fourth, when asked why he had induced Sabbas to revolt, replied: "Because I wished him either to live nobly or to die nobly." The fifth, being asked which, in his opinion, was older, day or night, replied: "Day, by one day"; and he added, upon the king expressing amazement, that hard questions must have hard answers. Passing on, then, to the sixth, Alexander asked how a man could be most loved; "If," said the philosopher, "he is most powerful, and yet does not inspire fear." Of the three remaining, he who was asked how one might become a god instead of man, replied: "By doing something which a man cannot do"; the one who was asked which was the stronger, life or death, answered: "Life, since it supports so many ills." And the last, asked how long it were well for a man to live, answered: "Until he does not regard death as better than life." So, then, turning to the judge, Alexander bade him give his opinion. The judge declared that they had answered one worse than another. "Well, then," said Alexander, "thou shalt die first for giving such a verdict." "That cannot be, O King," said the judge, "unless thou falsely saidst that thou wouldst put to death first him who answered worst." These philosophers, then, he dismissed with gifts...

—Plutarch, Life of Alexander, "The parallel lives", 64-65.^[3]

Diogenes Laertius (ix. 61 and 63) refers to them, and reports that Pyrrho of Elis, the founder of pure scepticism, came under the influence of the Gymnosophists while travelling to India with Alexander, and on his return to Elis, imitated their habits of life;