Title kind of says it all. We have the traditional Greek accounts of the Persian wars but what did Persian writers say about them?
We know of no Persian writers from this period. No narrative texts, annals or histories survive. The closest we get to something that might be a contemporary reference to the war against the Greeks is a description set up by Xerxes at Persepolis (known as XPh). It is a very generic account of Xerxes' achievements early in his reign, which to our minds should include time he invaded Greece. It features a long list of peoples over which Xerxes claims to have ruled, including "the Yauna who live by the sea and the Yauna who live beyond the sea". These are the Greeks (Yauna = Ionians) on the coast of Asia Minor and those on the other side of the Aegean. Xerxes proceeds to make these enigmatic claims:
When I became king, there was among these countries one that was in rebellion. Ahura Mazda helped me. By the grace of Ahura Mazda I smote that country and put it in its place.
And among these countries there was a place where previously the daiva [demons] were worshipped. Afterwards, by the grace of Ahura Mazda I destroyed that sanctuary of the daiva, and I proclaimed: 'The daiva shall not be worshipped!' Where previously the daiva were worshipped, there I worshipped Ahura Mazda at the proper time and in the proper manner.
And there was something else that had been done wrong, and that too, I set right.
That which I did, all I did by the grace of Ahura Mazda. Ahura Mazda helped me until I completed the work.
It is tempting for us to see these points as references to the conflict with the Greeks. The country in rebellion is most likely to be Egypt, as Herodotos says - but are the daiva perhaps the Greek gods, whose temples the Persians burnt? Is the thing that was being done wrong perhaps the conquest of Greece?
In fact, though, none of this is likely. Persian royal ideology tended increasingly toward abstraction. After Xerxes and the inscription of XPh, there are no more narrative accounts of any Persian king at all; the Persians only made general claims about the god-given magnificence and righteousness of their reign. XPh is likely to be a first step in this direction, with deeds being abstracted into generic phrases about the king setting right every wrong and smiting every enemy. Whether there are still real events behind these phrases is simply not known.
So, in short, Persian sources say nothing at all about the wars against the Greeks. The best we have is some references from later Greek authors about the things they supposedly heard from the Persians.