Men, perhaps, suffer in various diseases more than the martyrs did, but they cannot help themselves. Again, it has frequently happened that men have been persecuted for their religion without having expected it, or being able to avert it. These in one sense indeed are martyrs; and we naturally think affectionately of those who have suffered in our cause, whether voluntarily or not. But this was not the case with the primitive martyrs. They knew beforehand clearly enough the consequences of preaching the Gospel; they had frequent warnings brought home to them of the sufferings in store for them, if they persevered in their labours of brotherly love. Their Lord and Master had suffered before them; and, besides suffering Himself, had expressly foretold their sufferings; "If they have persecuted Me, they will also persecute you." [John xv. 20.] They were repeatedly warned and strictly charged by the chief priests and rulers, not to preach in Christ's name. They had experience of lesser punishments from their adversaries in earnest of the greater; and at length they saw their brethren, one by one, slain for persevering in their faithfulness to Christ. Yet they continued to keep the faith, though they might be victims of their obedience any day.
--Blessed John Henry Newman, "Martyrdom", Parochial and Plain Sermons, Vol. 2