The book of Acts depicts that on the Day of Pentecost there were visiting Jews who were "residents of...Cappadocia" in attendance. In the First Epistle of Peter, written after AD 65, the author greets Christians who are "exiles scattered throughout…Cappadocia." There is no further reference to Cappadocia in the rest of the New Testament.
Christianity arose in Cappadocia relatively late with no evidence of a Christian community before the late second century AD. Alexander of Jerusalem was the first bishop of the province in the early to mid third century, a period in which Christians suffered persecution from the local Roman authorities. The community remained very small throughout the third century: when Gregory Thaumaturgus acceded to the bishopric in c. 250, according to his namesake, the Nyssen, there were only seventeen members of the Church in Caesarea.
Cappadocian bishops were among those at the Council of Nicaea. Because of the broad distribution of the population, rural bishops [χωρεπισκοποι] were appointed to support the Bishop of Caesarea. During the late fourth century there were around fifty of them. In Gregory's lifetime, the Christians of Cappadocia were devout, with the cults of the Forty Martyrs of Sebaste and Saint George being particularly significant and represented by a considerable monastic presence. There were some adherents of heretical branches of Christianity, most notably Arians, Encratites and Messalians.