During the Great Persecution of Diocletian during early fourth century, Adrian encountered a group of martyrs  and asked them why they were willing to endure such tortures for their faith. They replied that they were suffering in order to gain the good things prepared by God for those who suffered for his sake, "which neither eye has seen nor ear heard, nor have entered into the heart of man" (I Cor. 2:9). Upon hearing these words, Adrian was struck by divine grace and told the Roman officials who were present to write his own name with the rest of the martyrs. When his wife Natalia heard that he had been imprisoned with the martyrs, she ran with joy to the gaol and lauded his resolve while embracing his chains. After imploring the other martyrs to pray for her husband to God, she returned home.
Right before the time appointed for martyrdom, Adrian bribed the guards to release him temporarily and then went to his house to tell Natalia that the time had come. When she saw him coming, she assumed that he had denied Christ and thus had been released, and she refused to open the door, rebuking him as a coward. When she finally learned the true nature of his release, she changed her tone to one of encouragement and accompanied him to the tribunal.
When Adrian appeared before the emperor and confessed Christ, he underwent a first beating, and then was stretched on the ground and suffered a second beating on his stomach, which lacerated his stomach so that his intestines were visible. His hands and feet were then cut off. It is not clear if he died from these tortures, or was beheaded to finish him off more quickly.
The bodies of the martyrs were then taken up to be burned, but Natalie managed to steal one of her husband's severed hands from the pile. Guarding it as a precious relic, she kept it in her cloak and even anointed herself with the blood. The fire that was supposed to burn the relics was miraculously put out by a sudden shower of rain, and a Christian named Eusebius was able to retrieve the relics, place them on a ship, and transport them for burial to Argyroupolis, a town near Byzantium. Some time later, Natalia visited the tomb where she gave up her soul to God and was herself subsequently buried.
St. Nicodemus bases his account in the Synaxarion on a Greek life from a manuscript in the Great Lavra on Mount Athos. He places the martyrdom in A.D. 298 and attributes it to the Emperor Maximianus during his second period. The identification and chronology present some difficulties. Firstly, although there may have been limited harassment of Christians this early, the Great Persecution did not begin until A.D. 303. Secondly, the martyrdom is said to have occurred at Nicomedia, in Asia Minor; in that case the emperor responsible was probably the Caesar of the East, Galerius, whose full name was Gaius Galerius Valerius Maximianus, rather than the emperor more commonly known as Maximian, the Augustus Marcus Aurelius Valerius Maximianus who ruled in the western part of the Roman Empire during the same period. Thirdly, St. Nicodemus says that the martyrdom occurred in the second period of Maximian, which could conceivably mean after Galerius was promoted from Caesar (junior emperor) to Augustus (senior emperor) when Diocletian retired in 305. It is, however, also possible that the date of 298 is correct: Galerius was appointed Caesar in 293, publicly disgraced by Diocletian after his failure in a campaign against the Sassanids on the Eastern border of the Empire, and then redeemed himself with a victorious campaign against them in 297. The "second period" mentioned by St. Nicodemus would then be the time after his triumph over the Sassanids. His influence with Diocletian then increased, and it is possible that he had already began to persecute Christians in 298.
It is unclear from the accounts in the Synaxarion and Menaion whether Adrian was already a Christian when he encountered the martyrs. His apolytikion may suggest that he was still a pagan.
Another St. Adrian is commemorated the same day. St. Nicodemus says that he was a son of the emperor Probus (d. 276) and brother of the bishop of Byzantium Dometius. He was martyred in 313 under the emperor Licinius in Nicomedia, then buried by his brother in Argyroupolis, where his namesake Adrian already lay buried.