Of the nine books of Dio's great work Roman History, covering the era from the legendary landing of Aeneas in Italy to the reign of Alexander Severus (222–235 CE), we possess Books 36–60 (36 and 55–60 have gaps), which cover the years 68 BCE–47 CE. The missing portions are partly supplied, for the earlier gaps by Zonaras, who relies closely on Dio, and for some later gaps (Book 35 onwards) by John Xiphilinus (of the eleventh century). There are also many excerpts. The facilities for research afforded by Dio's official duties and his own industry make him a very vital source for Roman history of the last years of the republic and the first four emperors.

The Loeb Classical Library edition of Dio Cassius is in nine volumes.

Dio Cassius (Cassius Dio), ca. 150– 235 CE, was born at Nicaea in Bithynia in Asia Minor. On the death of his father (Roman governor of Cilicia) he went in 180 to Rome, entered the Senate, and under the emperor Commodus was an advocate. He held high offices, becoming a close friend of several emperors. He was made governor of Pergamum and Smyrna; consul in 220; proconsul of Africa; governor of Dalmatia and then of Pannonia; and consul again in 229.