The city experienced fast growth from the outset. The first fortifications were built around it two centuries before Christ. As was the case with other polis (city-states) in Greece, Salonika was an autonomous district of the Macedonian kingdom and had its own governing authority. However, the king had the privilege to intervene in city affairs.

Thessaloniki came under the rule of the Roman Empire after the fall of Macedonia. It became a focal point of trade, as it was located on a Roman road linking Byzantium and Dyrrhachium (now Istanbul and Durres, Albania respectively). Around that time, it became the capital of a Roman district in Macedonia. The Romans constructed a large port, Burrow Harbor, in view of the city's growing importance related to trade. It survived until the 18th Century. Its remains can be seen in the city to this day.

Authorities built the famous Acropolis in 55 BC as a defensive structure against invasions.

Among the first centers of the new Christian religion, it is believed that the Apostle Paul held a sermon in a Salonika synagogue. In that period, a large part of the population of Salonika was Jewish.

The city's patron saint, Demetrius, who died in a Roman prison, is commemorated by the Church of St. Demetrius built on the prison site. He lived in the 4th Century and was reputedly a soldier in the Roman Army at one point. He is celebrated on October 26th of every year.