Abstract In this paper an intertextual relationship between Ammianus' Res gestae and Xenophon's Anabasis is proposed and contextualized. This intertextuality, which occurs in the form of a narrative allusion, is founded upon the thematic and structural similarities shared between the death narratives of Julian in book 25.3.3-6 of the Res gestae and that of Cyrus in book 1.8.6, 19, 24-27 of the Anabasis. An attempt at interpreting this particular narrative allusion reveals that Ammianus constructed this allusion intentionally with two specific goals in his mind. First, he made a subtle retort to Gregory of Nazianzus' negative comparison between Julian and Cyrus (Or. 5.13-14) by reversing Gregory's comparison into a positive one, and second, which is of a more personal note, he cast himself by implication as Julian's Xenophon in the Persian campaign of 363 CE, with whom he shares several loci of contact.