Her family was pagan, but Proba converted to Christianity when she was an adult, influencing her husband and her sons, who converted after her. Proba died before Celsinus. She was probably buried with her husband in the Basilica di Sant'Anastasia al Palatino in Rome, where, until the 16th century, there was their funerary inscription, later moved to Villa Borghese before disappearing. The bond between Proba and this church might be related to Saint Anastasia, who probably belonged to the "gens" Anicia: Proba and Celsinus could have received the honour of being buried "ad sanctos" (next to the tomb of a saint), because of the particular veneration of the Anicii for this saint.