The Diocese of Macedonia is a diocese of the later Roman Empire, forming part of the praetorian prefecture of Illyricum.

Its administrative center is Thessaloniki.The diocese is formed, probably under Constantine I (r. 306–337), from the division of the Diocletianian Diocese of Moesia.

It includei the provinces of Macedonia Prima, Macedonia Secunda or Salutaris (periodically abolished), Thessalia, Epirus vetus, Epirus nova, Achaea, and Crete.

Alongside Dacia and, up until 379, Pannonia, it makes up the Prefecture of Illyricum.

In 379, Pannonia is detached and merged into the Praetorian prefecture of Italy and Thessaloniki becomes the Prefecture's new capital city instead of Sirmium.