Many aspects of the mystery cult of Mithra remain enigmatic. It was a belief system that touched the hearts and minds of all manner of people, rich and poor, in the early centuries AD. Secretive, private and exclusive enclaves of believers infiltrated numerous regions of the Roman Empire, assembling in caves and cellars, where strange, sometimes terrifying, initiation rites were carried out. Never before has the evidence for the mysteries of Mithra been traced to the Maltese archipelago. This group of islands in the central Mediterranean fell under Roman domination, but their somewhat isolated location may have appealed to followers of Mithra. Cult artefacts and possible places of Mithraic worship in the islands have been presented here fore the first time.