Jamieson, Fausset and Brown on Philippians 4:22

22. they that are of Cæsar's household--the slaves and dependents of Nero who had been probably converted through Paul's teaching while he was a prisoner in the Prætorian barrack attached to the palace. Philippi was a Roman "colony," hence there might arise a tie between the citizens of the mother city and those of the colony; especially between those of both cities who were Christians, converted as many of them were by the same apostle, and under like circumstances, he having been imprisoned at Philippi, as he now is at Rome.