This paper proposes a reflection on the construction of the Alexander Romance and its Egyptian “apocalyptic” literary roots. As pointed out by various scholars, many different Egyptian influences can be felt throughout the Alexander Romance; for instance, the presence of a recurrent Egyptian motive, the advent of a just king chasing the impious foreigners and establishing once again the Ma'at. Interestingly enough, the figure of king Nectanebo played a prominent role in another literary text known as Nectanebo's Dream, a fragmentary narrative conserved on a Greek papyrus from the second century BC (P. Leiden I 396), which can be completed by a handful of Demotic papyri (especially P. Carlsberg 424, 499 and 559). The story, as it can be reconstructed from these documents, belongs to the so-called apocalyptic or pseudo-prophetic Egyptian literature. Texts belonging to this kind of literature, for example the “Demotic” Chronicle, the Prophecy of the Lamb or (translated in Greek) the Potter's Oracle, always follow the same narrative structure: a king who doesn't pay the proper respect to the gods is delivered a prophecy about future catastrophic events and the invasion of Egypt by foreigners (Persians, Greeks, Romans, etc.). These prophecies then advertise the return to stability through the advent of a saviour figure incarnated by a new king or priest. The Egyptian elements in the Alexander Romance, together with the Egyptian pseudo-prophetic texts, have often been interpreted as the result of native, “nationalist” reactions against foreign invasions, a form of Egyptian “propaganda”. I propose to go beyond the potentially anachronistic categories of “nationalism” and “propaganda”, and to ask whether the legend connecting Alexander to Nectanebo might the result of the cross-cultural interactions of narratives and counter-narratives within the frame of a Late Egyptian historical theology demanding piety of pharaohs and adherence to the precepts of divine law (Ma'at or Hp), itself inherited from the pharaonic Wisdom and Prophetic literatures.