St. Alexandra the Empress April 21/May 4 St Alexandra was the wife of Diocletian the emperor of Rome (AD 282-304) She was admired throughout the empire for her kind consideration of others. Her compassion was unsurpassed. She saw a former Roman soldier who was being ruthlessly punished. It turned out to be St. George the Great Martyr. He was being tortured because he professed to be a Christian.