Agnes was martyred at Rome during the Great Persecution (303–311) initiated under the Emperors Diocletian and Maximian. The date and precise circumstances of her death are not recorded in documentary evidence, but she died young, before 304. What distinguishes Agnes is the remarkable speed with which she was canonized in the popular devotion and the early attention of Church fathers.

Saint Ambrose of Milan, writing around 377 in his treatise De Virginibus (On Virgins), provides the earliest extended account. Ambrose did not have access to formal records of a trial or martyrdom narrative, but he clearly possessed a living tradition about Agnes's virgin status, her execution, and her veneration. He speaks of her with the affection of one discussing a contemporary saint already well-established in devotion. The Depositio Martyrum (354), a Roman martyrology compiled from official records, lists 'Agnae' on January 21, placing her among the most honored martyrs.

The Christian poet Prudentius (d. c. 410) devoted a full poem to Agnes in his Peristephanon (XIV), treating her as a young woman of exceptional courage. By the time the pseudonymous Acta Agnae appeared (later, medieval composition), Agnes was already surrounded by legend. The association with a lamb (agnus) is ancient, though whether it arose as a pun on her name or reflected earlier symbolism is uncertain.

Traditionally, Agnes is portrayed as a young woman (often said to be 12 or 13) who refused marriage to a pagan nobleman. When she refused to sacrifice to pagan gods, she was condemned to death. Various accounts describe her death by sword or fire. The lamb that frequently accompanies her in art is traditionally interpreted as a symbol of her purity and virginity, though it also echoes her name (agnus = lamb in Latin). Medieval vitae added elaborate dialogues and miraculous elements.