Macrobiusʼ allusion to the Murder of the Innocents is considered by Alan Cameron as evidence of his having been a Christian. The murder itself, however, appears in various versions in several sources, and Macrobius thus need not have depended on Matthew who himself could only have adapted material from an originally non-Christian source.
The notion of Macrobiusʼ Christianity is not unambiguously supported either by any other indicia produced by Cameron. Charles Hedrickʼs overall view of the Saturnalia appears preferable to that of Cameron.