Penance under Saint Ambrose
The most celebrated episode of his Christian life followed the massacre of the people in the hippodrome of Thessalonica in the year 390. Though the emperor was at Milan, he accepted responsibility for the slaughter. Bishop Ambrose of Milan called him to public penance, and Theodosius submitted, laying aside his imperial robes and remaining outside the communion of the Church until he was at last reconciled. His submission to the discipline of the Church became a lasting example of the ordering of imperial power under the authority of the Gospel.
Theodosius died on January 17, 395, at Milan, and was buried in the Church of the Holy Apostles at Constantinople. His funeral oration was delivered by Saint Ambrose.