Diocletian's Palace At the end of the third century AD, the Roman Emperor Diocletian built his palace on the bay of Aspalathos. Here, after abdicating on the first of May in A.D. 305, he spent the last years of his life. The bay is located on the south side of a short peninsula running out from the Dalmatian coast into the Adriatic, four miles from the site of Salona, the capital of the Roman ...