Even though Lafitau is generally considered the forefather of comparative ethnography, the first Chroniclers of Indies (Cronistas de Indias) frequently resorted to Graeco-Roman religion in order to describe the polytheisms of the New World. The first Chronicler who interpreted the New World as the empirical proof of the revival of the Classical World was Pedro Mártir de Anglería. This paper analyses Pedro Mártir’s frequent comparisons with Roman religion in his description of taíno religion and the intellectual background that allowed for the first step towards the formalisation of a theory of polytheism.