Saint Lollia was the daughter of Saint Gaius, and suffered for Christ during the persecution under the emperor Maximian (286-310).
Gaius and his children Lollia, Probus, and Urban were converted by his uncle Saint Eustochius. Soldiers of the emperor arrested Saint Eustochius and took him for trial, but tortures could not turn Eustochius from his faith. They then sent the saint to the governor Agrippinus in the Galatian city of Ancyra. The newly-converted Gaius was also sent with him with his household. All of them, even the women and children, underwent fierce torture, but the martyrs did not deny Christ and so were beheaded.