These three saints, of whom the two last were brothers, came from Cappadocia to Italy in the reign of Theodosius the Elder. They remained some time at Milan, where Saint Ambrose treated them with all the respect due to their virtue. Saint Virgilius, bishop of Trent, having ordained Sisinnius a deacon, Martyrius a lector, and Alexander a porter or door-keeper, sent them to preach the gospel in the Alps, where the Christian religion was scarcely known. They exerted their zeal particularly amongst the inhabitants of the districts of Anania, called afterwards the valley of Anagna or Egna; and, notwithstanding the opposition and ill treatment they met with, they at length by their patience, meekness, and charity gained a number of souls to Jesus Christ. Sisinnius built a church in the village of Methon or Medol, where he assembled his new converts to complete their instruction.
The pagans perceiving their own number daily diminishing, formed a resolution to oblige the new Christians to assist on one of their festivals at an idolatrous procession; but Sisinnius and his companions laboured to withdraw them from it. This so enraged the pagans, that they determined to destroy the holy preachers; and going to the church where these were singing the divine praises, they beat them with clubs in so cruel a manner that Sisinnius died in a few hours. Next morning Martyrius and Alexander sung forth the praises of God as calmly as if nothing had happened to them; but retired on the approach of the pagans, who came to the church to vent their rage on the bodies of the preachers. They found only that of Sisinnius, to which they offered many indignities: then going in search of his companions, they discovered Martyrius concealed in a garden, and dragged him by the legs over sharp stones, till he gave up his soul to his Redeemer. There remained now only Alexander, who soon fell into their hands. They first endeavoured by menaces to make him renounce his faith, and in his presence burned the bodies of Sisinnius and Martyrius, but finding all their attempts fruitless, they cast him into the same fire, where he completed his sacrifice, the 29th of May, 397. The faithful collected the ashes of the three saints, which were conveyed to Trent; afterwards Saint Virgilius erected a church on the spot where they suffered, and sent to several bishops the history of their triumph; we have still extant some of his letters on this subject to Saint Simplicianus of Milan, and to Saint Chrysostom. He also made several distributions of the relics of the three martyrs.