Of the individuals who appear in the closing books of Cassius Dio’s Roman History, there is perhaps none more beguiling than Julia Domna. Dio’s account of the life of Domna is the fullest surviving from antiquity. Yet, Dio’s portrayal of Domna is not a miscellany of facts about the empress, and thus should not be treated as such. Rather, it is a contrived literary portrayal that fulfilled important moralizing functions within the Severan narrative of the Roman History. This article provides an analysis of Dio’s portrayal of Domna. It suggests that Dio shaped his portrayal of Domna to serve two purposes within the text: firstly, to act as a foil to his portrayals of C. Fulvius Plautianus and Caracalla; and, secondly, to explore through the figure of Domna political and ethical themes relevant to Dio’s appraisal of the Severan period.