Saint Thessalonica was the daughter of the pagan priest Cleon. When the impious father learned that his daughter had become a Christian, he ruthlessly beat her and threw her out of the house, with no means of providing for herself. Sts Auctus and Taurion attempted to intercede for the girl, and to reason with the embittered father. Cleon denounced them both to the authorities, and they were arrested.

After confessing their faith in Christ before the torturers and undergoing cruel torments, the saints were then beheaded. Soon after their martyric death, St Thessalonica also died. Her body was reverently buried in the city of Amphypolis in Macedonia, together with the holy Martyrs Auctus and Taurion.