Wars between ancient Greece and ancient Persia are 25 or so centuries old. An excited description of the Persian emperor Cyrus by Xenophon, a Greek, is about as old; that book was a bestseller in Europe for several centuries. Persia interacted with the European West a lot.
Ancient Egypt is also a major part of Western history, for a really long list of reasons. (Arabian Egypt, not so much, of course.)
It's true that the division between the Eastern and Western Roman Empire created a new East/West divide approximately corresponding geographically to the old Greek/Persian divide.
Also, to the Chinese, India was "the West". The famous novel Journey to the West is a fictionalized account of the Buddhist monk Xuanzang who traveled from China to India to bring back copies of Buddhist texts that had not yet reached China. And nobody doubts that Buddhism originally reached China from India ("the West").