Cappadocia was conquered by Tiberius in 17 AD and placed under Roman rule. After this conquest, the Romans reconstructed the road to the west that was of both commercial and military significance.

During the Roman era the area saw many migrations and attacks from the east. The area was defended by Roman military units known as "Legions".

During the reign of Emperor Septimus Severus, Cappadocia's economy flourished, but the capital, Kayseri (Caesera) was attacked by Sassanid armies from Iran. Emperor Gordianus III ordered the construction of defensive city walls.

During this time some of the first Christians were moving from the big cities to villages. In the 4th century, when Kayseri was a flourishing religious centre, the rocky landscape of Göreme was discovered. Adopting the teachings of St. Basil, Bishop of Caesarea (Kayseri), the Christians began to lead a monastic life in the carved out rocks of Cappadocia.