Imposing Roman rule over the Balkan Peninsula was an important step in strengthening Rome's economic and strategic power. The Thracian lands were crucial for controlling the routes connecting Italy with Asia Minor. The lands of present-day Bulgaria were divided into two Roman provinces, each established by the emperor using a fundamentally different approach.

The province of Moesia was founded in 12 CE. It initially covered a narrow strip of land south of the Danube River.

The province of Thrace was founded through peaceful annexation, not war. The last Thracian king, Rhoemetalces III, was a Roman ally who had been educated in Rome alongside Emperor Caligula (37–41 CE), to whom he owed his power from around 38 CE. After a palace coup led to his assassination, the Thracian kingdom was annexed by the Roman Empire and became the province of Thrace in 45 CE under Emperor Claudius (41–54 CE). Thrace bordered the province of Moesia to the northwest, north, and northeast, the province of Macedonia to the west, the Black Sea coast to the east, and the coasts of the Marmara and Aegean seas to the south. After these events, Moesia expanded to the Black Sea coast and extended south to the Balkan Mountains.

The incorporation of Thrace into the Roman Empire constructively influenced its economic and cultural development. Archaeological remains from prosperous cities of this period provide evidence of this growth—Ratiaria (village of Archar, Vidin region), Oescus (village of Gigen, Pleven region), Novae (near the town of Svishtov), Durostorum (Silistra), Sexaginta Prista (Ruse), Marcianopolis (Devnya), Nicopolis ad Istrum (village of Nikyup, Veliko Tarnovo region), Pautalia (Kyustendil), Serdica (Sofia), Philippopolis (Plovdiv), and Augusta Traiana (Stara Zagora). These cities—some of which minted their own coins—were connected by a dense network of well-maintained Roman roads.

In the 3rd century CE, the Roman Empire fell into a severe crisis. Continuous power struggles during the era of the soldier emperors and frequent large-scale invasions by migrating, non-Roman tribes destabilized the state. The Thracian lands suffered particularly heavy damage, enduring constant raids by the Goths and other tribes.

Reforms by Emperors Diocletian and Constantine the Great in the late 3rd and early 4th centuries CE temporarily stabilized the empire. Constantine the Great relocated the capital from Rome to Byzantium (present-day Istanbul), renaming it Constantinople ("The City of Constantine").