The story of Nazarius and Celsus, like that of other early martyrs, is rooted in legend. One legend says Nazarius was born in Rome, the son of a pagan army officer and Christian mother, who was taught by St. Peter himself. Because he was preaching Christianity in Milan during the first persecution of Emperor Nero, he was beheaded there with his young companion, Celsus. However, all that is factually known about them is that St. Ambrose discovered their bodies in Milan about 395 and had their relics enshrined there. The blood of Nazarius reportedly was still liquid and red in color when the remains were found.