Trade between Asia and Europe has a long tradition. In the last centuries of the first millennium BC the Mediterranean world was united by a new empire with its capital in Rome, and the Romans traded with India and Southeast Asia until at least the fifth century CE. We discuss these relations here in light of historical sources. Roman merchants took advantage of Egyptian Red Sea ports, from which they could reach destinations in the Indian Ocean. Periplus Maris Erythraei provides important information about the geography and economy of India. From India, Roman goods travelled across the Bay of Bengal. The Romans knew about lands to the east of India; for instance, the works of Claudius Ptolemy describe land east of India, alter alia the city of Kattigara. The location of this important port is controversial; Óc Eo, on the northern coast of Vietnam, or Guangzhou are possible candidates.