The aim of this paper is to point at a methodological bias that uses Roman or Late Roman evidence for describing earlier periods in the archaeological context of cults in Ancient Thrace. I analyze examples from the recent literature on the Western Black Sea coast, inner, and Aegean regions of Thrace before explaining the bias in question from an epistemological point of view as a consequence of an anachronistic perception of religion. Finally, I propose examples where a clear separation of evidence from the Hellenistic period from evidence from the Roman period allows one to make much better sense of the archaeological data.