If you're wanting to degrease a new chain in the original lube, and not use a petroleum solvent or gasoline (bad idea but some folks do it), there are caustic degreasers for use in hot water.
I use LA's Totally Awesome Grill & Oven cleaner from Dollartree. Costs a whole dollar for a big pump spray bottle. No petroleum, flammable or combustible liquids. Smells like ammonia to me, but the ingredients show none. It's just strong surfactants, same stuff used in other more costly water based degreasers. It's not quite as effective as other solvents but good enough and easier to use.
Dunk the water-cleaned and thoroughly dry chain ASAP into the hot wax before rust develops. Depending on climate it'll show a thin layer of rust almost immediately after degreasing in water.
I soak chains in hot wax in a crock pot for several hours or overnight, to be sure all water has evaporated and the wax has time to wick into the bearing spaces.
I'm also trying paraffin based liquid lubes like Boeshield T9 and White Lightning Easy Lube to displace water from the freshly cleaned chain, let the carriers evaporate (Easy Lube smells like naptha, not sure about Boeshield) then dunking in the crock pot of hot wax. Not sure it's necessary, just an experiment.
I'd like to recommend paraffin based liquid lubes as substitutes but I haven't found one that's much cleaner than regular liquid chain lubes. They all attract grime the same. And the Easy Lube clogged up the freewheel and cassette pretty badly when applied as directed -- I had to floss them clean because it was making the drivetrain and shifting draggy. Only hot wax seems resistant to attracting a grimy mess or clogging up the drivetrain. The excess just flakes off on the first ride.