Although Constantine was a Roman Emperor, he was not ethnically or genealogically Roman. His Mother, Helena, was Greek, his Father was Illyrian/Albanian and he was born and raised in the Balkans.
During his early years, Constantine, would have been exposed to the Latin, Greek and Illyrian languages, due to his geographic, demographic and familial settings. While Latin was Constantine's main language, he probably would have had a very basic knowledge/command of the Greek and Illyrian languages as well, again, due to his geographic, demographic and familial settings. So that his use/creation of the famous "Chi-rho", would not necessarily have been that foreign to him considering the fact that his Mother was Greek and that the Greek language was widely spoken and written throughout much of the Roman Empire-(including parts of the Balkans/Southeast Europe).
(Eusebius is a good source for understanding Early Church History and yes, Eusebius wrote in Greek).
(There are Wikipedia articles on Constantine which detail his biographical background).