This incident is not described in the New Testament and is rarely depicted in painting. According to tradition, during the persecutions under Nero, Saint Peter fled from Rome and on the Appian Way encountered a vision of Christ bearing his Cross. In answer to Saint Peter's question 'Lord, where are you going?', Christ replied that he was going to Rome to be crucified a second time. Saint Peter himself then returned to Rome, where he was later martyred.
This painting was commissioned by Cardinal Pietro Aldobrandini, who rewarded the artist with a gold chain. It is recorded as being in the Aldobrandini Collection in 1603.