n c. 315 BCE Cassander, the son-in-law of Philip of Macedon (who fathered Alexander the Great) gathered and organized the area villages into a new metropolis, Thessalonica. He gave the city its name in honor of his wife, the half-sister of Alexander.

Thessalonica remained in Greek hands until 168 BCE, when the Romans took possession after winning the battle of Pydna. At that time:

…the Romans divided the conquered territory into four districts, Thessalonica [being] named the capital of the second district. In 146 B.C. Macedonia was united into one Roman province with Thessalonica as the natural choice for its capital. In 42 B.C. Thessalonica was made a “free city” by Anthony and Octavian, the future Augustus, as a reward for the help given in the struggle against Brutus and Cassius.

The Roman proconsul, the governor of Macedonia, had his residence in Thessalonica, but because it was a “free city” he did not control its internal affairs. No Roman garrison was stationed there, and in spirit and atmosphere it was a Greek rather than a Roman city. Enjoying local autonomy, the city was apparently governed by a board of magistrates…

Furthermore, according to Acts 17, the city also had a senate and a public assembly.

1 Thessalonians 1:1