Thessaloniki, with its crucial geopolitical situation and as a prestigious urban center of cultural importance for all Macedonia, succeeded in imposing itself on the Romans who had conquered it. It was made capital of Macedonia (293 - 305 AD) and it later became the seat of Galerius, one of the four leaders who ruled the Roman Empire in the period known as the tetrarchy. In the same period with the founding of the first Christian church in the city - in about 50 AD by St Paul - Thessaloniki became the "golden gate" by which the new religion penetrated Europe and its church was the first of any size on European soil. In Galerius' time, the Roman officer Demetrius was put to death for refusing to renounce Christianity, and his martyrdom led to his becoming the patron of the city.

Under the Romans Thessaloniki was the administrative center of an entire province and during the first century BC developed into one of the most important cities in the Roman Empire. It also continued to be the metropolis od Macedonia. In the period of the Civil War, Thessaloniki was a "free city" with its own rules. It was also the seat of the Praetorian general of the Roman province of Macedonia, and as such it minted its own coins. This period of economic and cultural development was fostered by the Via Egnatia, which ran just a few kilometers outside the city, by the port, and by the economic and administrative privileges granted by the Romans.

Thessaloniki attracted numerous artists and intellectuals from all over the Empire, and we know from inscriptions that have come to light during excavations that Greek was the language most widely used in the city.