An early study for The Martyrdom of Saints Cosmas and Damian painted in 1669 for the Church of San Giovanni dei Fiorentini in Rome, L. Salerno, Salvator Rosa, Milan, 1963, no. 91, illustrated. Although the positioning of the figures is different from that of the picture, the composition is very similar: the figures falling in the foreground, the two saints placed on the left side, the group of angels and the soldier sleeping. A group of drawings for the same altarpiece is reproduced in M. Mahoney, The Drawings of Salvator Rosa, New York and London, 1977, nos. 87.1-10.
The picture was commissioned by Marchese Filippo Neri for his chapel. Rosa received a thousand ducats for the altarpiece, but he thought that the amount paid was too high and tried to return a hundred dobles. Neri refused, and later Rosa presented him with three pictures as a gift. Rosa commented on the present composition that Michelangelo could not have designed the figures any better.