Nothing is known of him historically, other than the mention in Depositio martyrum that he is buried in the cemetery in catacumbas (catacomb on the Appian Way). Ambrose affirms that Sebastian was from Milan and perished in Rome during the persecution of Diocletian. Many legends are connected with his name, and artists have depicted him pierced with many arrows. In 1967 Roman Catholic scholar Lancelot Sheppard refuted this Renaissance concept as false.