Dio's prænomen is unknown, but he had still another cognomen, Cocceianus, which he derived along with the Dio from his maternal grandfather. The latter, known as Dio of Prusa from his birthplace in Bithynia, is renowned for his speeches, which contain perhaps more philosophy than oratory and won for him from posterity the title of Chrysostom,—"Golden Mouth." Dio of Prusa was exiled by the tyrant Domitian, but recalled and showered with favors by the emperor Cocceius Nerva (96-98 A.D.); from this patron he took the cognomen mentioned, Cocceianus, which he handed down to his illustrious grandson.
Besides this distinguished ancestor on his mother's side Dio the historian had a father, Cassius Apronianus, of no mean importance. He was a Roman senator and had been governor of Dalmatia and Cilicia; to the latter post Dio bore his father company (Books 49, 36; 69, 1; 72, 7). The date of the historian's birth is determined approximately as somewhere from 150 to 162 A.D., that is, during the last part of the reign of Antoninus Pius or at the beginning of the reign of Marcus Aurelius. The town where he first saw the light was Nicæa in Bithynia.
The careful education which the youth must have had is evident, of course, in his work. After the trip to Cilicia already referred to Dio came to Rome, probably not for the first time, arriving there early in the reign of Commodus (Book 72, 4). This monster was overthrown in 192 A.D.; before his death Dio was a senator (Book 72, 16): in other words, he was by that time above the minimum age, twenty-five years, required for admission to full senatorial standing; and thus we gain some scanty light respecting the date of his birth. Under Commodus he had held no higher offices than those of quæstor and ædile: Pertinax now, in the year 193, made him prætor (Book 73, 12). Directly came the death of Pertinax, as likewise of his successor Julianus, and the accession of him whom Dio proudly hailed as the "Second Augustus,"—Septimius Severus. The new emperor exerted a great influence upon Dio's political views. He pretended that the gods had brought him forward, as they had Augustus, especially for his work. The proofs of Heaven's graciousness to this latest sovereign were probably by him delivered to Dio, who undertook to compile them into a little book and appears to have believed them all; Severus, indeed, had been remarkably successful at the outset. Before long Dio had begun his great work, which he doubtless intended to bring to a triumphant conclusion amid the golden years of the new prince of peace.
Unfortunately the entente cordiale between ruler and historian did not long endure. Severus grew disappointing to Dio through his severity, visited first upon Niger and later upon Cæsar Clodius Albinus: and Dio came to be persona non grata to Severus for this reason among others, that the emperor changed his mind completely about Commodus, and since he had begun to revere, if not to imitate him, what Dio had written concerning his predecessor could be no longer palatable. The estrangement seems to be marked by the fact that until Severus's death Dio went abroad on no important military or diplomatic mission, but remained constantly in Italy. He was sometimes in Rome, but more commonly resided at his country-seat in Capua (Book 76, 2). In a very vague Passage in Book 76, 16 Dio speaks of finding "when I was consul" three thousand indictments for adultery inscribed on the records. This leads most scholars to assume that he was consul before the death of Severus. Reimar thought differently, and produces arguments to support his view. I do not deem many of the passages which he cites entirely apposite, and yet some of the points urged are important. I can only say that the impression left in my mind by a rapid reading of the Greek is that Dio was consul while Severus reigned; if such be the case, he probably held the rank of consul suffectus ("honorary" or "substitute"). All who refuse to admit that he could have obtained so high an office at that time place the date of his first consulship anywhere from 219 to 223 A.D. because of his own statement that in 224 he was appointed to the (regularly proconsular) governorship of Africa.
The son of Severus, Caracalla or Antoninus, drew Dio from his homekeeping and took him with him on an eastern expedition in 216, so that our historian passed the winter of 216-217 as a member of Caracalla's retinue at Nicomedea (Book 77, 17 and 18) and joined there in the annual celebration of the Saturnalia (Book 78, 8). Dio takes occasion to deplore the emperor's bestial behavior as well as the considerable pecuniary outlay to which he was personally subjected, but at the same time he evidently did not allow his convictions to become indiscreetly audible. Much farther than Nicomedea Dio cannot have accompanied his master; for he did not go to the Parthian war, presently undertaken, and he was not present either at Caracalla's death (217) or at the overthrow of Macrinus (218). This Macrinus, one of the short-time emperors, gave Dio the post of curator ad corrigendum statum civitatium, with administrative powers over the cities of Pergamum and Smyrna (Book 79, 7), and his appointee remained in active service during much of the reign of Elagabalus,—possibly, indeed, until the accession of Alexander Severus (see Book 78, 18, end). Mammæa, the mother of the new sovereign, surrounded her son with skilled helpers of proved value, and it was possibly due to her wisdom that Dio was first sent to manage the proconsulate of Africa, and, on his return, to govern the imperial provinces of Dalmatia and Upper Pannonia. Somewhat later, in the year 229, he became consul for the second time, consul ordinarius, as colleague of Alexander himself. But Dio's disciplinary measures in Pannonia had rendered him unpopular with the pampered Pretorians, and heeding at once his own safety and the emperor's request he remained most of the time outside of Rome. This state of affairs was not wholly satisfactory, and it is not surprising that after a short time Dio complained of a bad foot and asked leave to betake himself to Nicæa, his native place.
Here we must leave him. Whether his death came soon or late after 229 A.D. is a matter of some uncertainty. It would be difficult to make a more complete record out of the available material, save to say that from two casual references it is inferred that Dio had a wife and children, and that in his career he often, sometimes with imperial assistance, tried cases in court.