We keep therefore the one position, and, in respect of this question only, summon to an encounter, whether martyrdoms have been commanded by God, that you may believe that they have been commanded by reason, if you know that they have been commanded by Him, because God will not command ought without reason. Since the death of His own saints is precious is His sight, as David sings, it is not, I think, that one which falls to the lot of men generally, and is a debt due by all (rather is that one even disgraceful on account of the trespass, and the desert of condemnation to which it is to be traced), but that other which is met in this very work— in bearing witness for religion, and maintaining the fight of confession in behalf of righteousness and the sacrament.
As says Esaias, “See how the righteous man perishes, and no one lays it to heart; and righteous men are taken away, and no one considers it: for from before the face of unrighteousness the righteous man perishes, and he shall have honour at his burial.” Here, too, you have both an announcement of martyrdoms, and of the recompense they bring. From the beginning, indeed, righteousness suffers violence. Forthwith, as soon as God has begun to be worshipped, religion has got ill-will for her portion.
He who had pleased God is slain, and that by his brother. Beginning with kindred blood, in order that it might the more easily go in quest of that of strangers, ungodliness made the object of its pursuit, finally, that not only of righteous persons, but even of prophets also. David is persecuted; Elias put to flight; Jeremias stoned; Esaias cut asunder; Zacharias butchered between the altar and the temple, imparting to the hard stones lasting marks of his blood. That person himself, at the close of the law and the prophets, and called not a prophet, but a messenger, is, suffering an ignominious death, beheaded to reward a dancing-girl.
And certainly they who were wont to be led by the Spirit of God used to be guided by Himself to martyrdoms; so that they had even already to endure what they had also proclaimed as requiring to be borne. Wherefore the brotherhood of the three also, when the dedication of the royal image was the occasion of the citizens being pressed to offer worship, knew well what faith, which alone in them had not been taken captive, required—namely, that they must resist idolatry to the death. For they remembered also the words of Jeremias writing to those over whom that captivity was impending: “And now you shall see borne upon (men's) shoulders the gods of the Babylonians, of gold and silver and wood, causing fear to the Gentiles.
Beware, therefore, that you also do not be altogether like the foreigners, and be seized with fear while you behold crowds worshipping those gods before and behind, but say in your mind, Our duty is to worship You, O Lord.” Therefore, having got confidence from God, they said, when with strength of mind they set at defiance the king's threats against the disobedient: “There is no necessity for our making answer to this command of yours. For our God whom we worship is able to deliver us from the furnace of fire and from your hands; and then it will be made plain to you that we shall neither serve your idol, nor worship your golden image which you have set up.” O martyrdom even without suffering perfect!
Enough did they suffer! enough were they burned, whom on this account God shielded, that it might not seem that they had given a false representation of His power. For immediately, certainly, would the lions, with their pent-up and wonted savageness, have devoured Daniel also, a worshipper of none but God, and therefore accused and demanded by the Chaldeans, if it had been right that the worthy anticipation of Darius concerning God should have proved delusive. For the rest, every preacher of God, and every worshipper also, such as, having been summoned to the service of idolatry, had refused compliance, ought to have suffered, agreeably to the tenor of that argument too, by which the truth ought to have been recommended both to those who were then living and to those following in succession,— (namely), that the suffering of its defenders themselves bespeak trust for it, because nobody would have been willing to be slain but one possessing the truth.
Such commands as well as instances, remounting to earliest times, show that believers are under obligation to suffer martyrdom.
Source: Scorpiace (New Advent)