This chapter examines Dio’s presentation of wonders in relation to his characterization of emperors and Roman power. After analysing Dio’s ‘lexicon of wonder’ in the Roman History, the chapter offers a close reading of two case studies: (i) the rain miracle during the extraordinary battle (AD 172) between the Romans and the Quadi on the Danube under the leadership of Marcus Aurelius (72[71].8); (ii) the case of Pedo Apronianus, accused (AD 205) on apparently flimsy grounds of aspiring to become emperor, which results in thedemise of the innocent and unlucky bald-headed senator Baebius Marcellinus (77[76].8.1 [Xiph.]). These case studies support the following conclusions. It is clear even from the epitomized narrative that Dio finds wonders expressive and rich in meaning. Dio’s wonders operate on a broad spectrum, running from the uplifting and positive to the humiliating and negative, thus evoking the dynamics of exemplarity in Roman historiography. Generally, although narrative modes of wonder can potentially be problematic for the heavyweight and serious genres of historiography, Dio embraces wonders which are expressive about his perceptions of the nature of imperial power. Dio’s wonders are clearly a hugely important thread in the fabric of his distinctive brand of historical writing.