Philippi was a Roman colony that had been planted in Macedonia, northern Greece. It was settled as a place where Roman soldiers could retire. Paul wrote this letter while imprisoned somewhere, and various places have been suggested as possible locations. The mostly likely scenario is that he wrote this letter while imprisoned at Rome (around 62 A.D.). The references Caesar’s household, not to mention the praetorium, are consistent with this (Phil. 1:13; Phil. 4:22).
