In the 2nd c. AD, probably in Hadrian's time, a second theatre was rected on the site of the sanctuary of Zeus Olympios. The Roman theatre of Dion is orientated to the east and its orchestra is horseshoe-shaped with a diameter of some 20 meters. A corridor surrounds the cavea and from this corridor radiating walls extend towards the center of the building, forming fourteen radiating vaulted rooms. The cone-shaped vaults supported the twenty four rows of the cavea which was divided by three staircases into four kerkdes (wedges-shaped sections of the auditorium).

The building was constructed of blocks of porous and conglomerate, field stones, bricks an mortar. The nowadays visible lower part of the cavea consists of large, squared blocks, covered by a capping layer above which the construction continued with rough stonres and layers of brick.