In 600 B.C. the Thraco-Cimmerian and Scythian tribes passed through the area of today's Belgrade followed by the Celts in the third century BC. The Celtic tribe, the Scordisci are connected with the founding of Singidunum, which was mentioned for the first time in 279 B.C. as a settlement. The first part of the word 'Singi' means "round", and 'dunum' means 'fortress' or 'town'. It is possible that the name originated from the name of the Thracian tribe, the Sings, who the Celts encountered when they came to the area. There are almost no traces left of this Celtic settlement, apart from burial grounds located in the areas of Karaburma and Rospi ćuprija. Valuable artefacts, belonging to Scordisci warriors, have been discovered. Considerable Celtic cultural influences were woven into the spiritual culture of Singidunum's inhabitants, which was also mingled with elements of Roman classical culture.

The Romans conquered Belgrade at the beginning of the first century A.D., and remained in power for a full four centuries. Soldiers from the legions of Moesia formed the first Roman military garrison in Singidunum. Graves in the shape of wells dating from this period have been found at Republic Square (Trg Republike) and other locations in the city. Alongside Singidunum, present-day Zemun, known at the time as Taurunum, was also part of the Roman Empire and both towns became important military strongholds on the fortified Roman border known as the 'limes'.

Singidunum began its greatest period of prosperity in 86 A.D., when the IV Flavia Felix Legion arrived in the town. The first fortress, made from stone, was built in the Upper Town (Gornji grad) at that time and its remains can still be seen today. This fortress ('castrum') was square-shaped and was situated on the Upper Town area of today's Kalemegdan. Not much is known about the appearance of Taurunum (Zemun) in this period, but it was most probably located on the site where the Zemun Lower Town (Donji grad) is today. During the reign of Emperor Hadrian in the second century A.D., Singidunum was granted municipal rights (those of a 'municipium'), as it was an important Roman military camp. In the third century A.D., its military importance increased when Emperor Aurelian abandoned Dacia, and Upper Moesia gained a new border along the right bank of the Danube. In this period of history, Singidunum was a centre of the Christian episcopate and the Roman Emperor Flavius Claudius Jovian was later born here.

In order to further strengthen the border, the Romans settled legion veterans next to the military camp. Over the years, quite a large settlement developed, its streets intersecting at right angles. Elements of this grid structure can still be seen today by looking at the layout of Uzun Mirkova street, Dušanova street and Kralja Petra I street. Students' Square (Studentski trg) has retained this rectangular shape and was a former Roman forum and public bath.

Across the River Sava there was a bridge connecting Singidunum and Taurunum. The bridge was a part of one of the most important Roman roads and as a result, Singidunum became an important crossroads between the Roman provinces of Moesia, Dacia, Pannonia and Dalmatia. The military road - Via militaris - which travelled from the West to the East, passing through Sirmium (Sremska Mitrovica), Singidunum and Viminacium (Kostolac) on the way to Byzantium, was protected by fortresses. These fortresses were also present on the site of today's Belgrade as well as in Mutatio ad Sextum (Mali Mokri Lug), Castra Tricornia (Ritopek), Mutatio ad Sextum Militare (Grocka), to name but a few. The road which connected the mining areas of Avala, Kosmaj and Rudnik was also important at the time. Significant traces of a material culture (graves, monuments, sculptures, ceramics and coins) have been found in many villages around Belgrade.

When the Roman Empire divided into the Eastern Roman Empire and the Western Roman Empire in 395 A.D., Singidunum became a border town within the Byzantine Empire. The town's new position determined its future, as it not only became a melting-pot of various cultures, but most importantly it became a transport and strategic hub of the Byzantine Empire.