And now a general assembly of the Greeks was held at the Isthmus, where a vote was passed to make an expedition against Persia with Alexander, and he was proclaimed their leader. Thereupon many statesmen and philosophers came to him with their congratulations, and he expected that Diogenes of Sinope also, who was tarrying in Corinth, would do likewise. But since that philosopher took not the slightest notice of Alexander, and continued to enjoy his leisure in the suburb Craneion, Alexander went in person to see him; and he found him lying in the sun. Diogenes raised himself up a little when he saw so many persons coming towards him, and fixed his eyes upon Alexander. And when that monarch addressed him with greetings, and asked if he wanted anything, “Yes,” said Diogenes, “stand a little out of my sun.” It is said that Alexander was so struck by this, and admired so much the haughtiness and grandeur of the man who had nothing but scorn for him, that he said to his followers, who were laughing and jesting about the philosopher as they went away, “But verily, if I were not Alexander, I would be Diogenes.”
Source: Plutarch Lives. Revised/translated by A. H. Clough. Revised from Dryden's version. Also known as “Parallel Lives”, written in Greek ~100 AD. Boston: Little, Brown and Company. 1859.