The article deals with the data on the religious life of Smyrna in the Roman times, which is presented in the Martyrium Pionii (250). Three subjects are considered with special attention: 1) the cult of two Nemeseis, at the temple of which there was an altar where Christians were forced to sacrifice; 2) the proposition of the proconsul to the martyr to sacrifice to the Air; 3) Pionius’ reference to the story about necromancy of Jews. The temple of Nemeseis was one of the most important temples in Smyrna, perhaps it was associated with the cult of the emperor. In addition, Nemesis was associated with competitions, including games in the amphitheater, during which Christians were executed. This combination explains the choice of this temple for the sacrifice. Proconsul Quintillian's proposition to Pionius to sacrifice air was not an eccentric idea or a cruel joke, but it was based on a solid tradition, though it was on the side of normative religiosity. Finally, Pionius's appeal to the story of the necromancy session was in the mainstream of early Christian polemics against Jews and Gentiles, when the wonders of the opposite side were not questioned, but were subjected to pejorative interpretations. An analysis of these three plots shows a good acquaintance of the author of the Martyrium Pionii with the religious situation in Smyrna, which may indicate an early time of the compilation of this text.