This chapter adheres to Albrecht Dieterich’s hypothesis that Matthew’s story (2:1–12) of magi following a “star” to Bethlehem was calqued on a notable historical event: the journey of actual Iranian magi to Rome in 66 ce. These magi were in the train of King Tiridates of Armenia, who came to pay homage to the emperor Nero, whom, according to Pliny (2:1–12), Tiridates “initiated into magian feasts.” On this premise, there is no connection in history between the birth of Jesus and real Iranian magi or, for that matter, Greco-Roman astrologers. The author demonstrates that historical Mithraism cannot be linked in any way to the development of Christianity or its stories in the first century ce. Furthermore, although Mithraists called themselves “Persians” (and were so called by others), and although there was an esoteric Mithraic myth that Zoroaster himself had founded the cult in a cave in “the moutains near Persia,” the evidence for the transmission of actual Iranian Mithra-worship to Rome is quite slim. The god Mithras was essentially re-invented in the Roman mystery cult. Finally, the evidence for Mithraism being saturated with astrology is very strong, but it was standard Greco-Roman astrology (stemming of course largely from Hellenistic Egypt), not an exotic, oriental variety.