It shows the Martyred Saint in an atypical kneeling posture which has led some scholars to believe it to be a compositional quotation of various works by other great masters whom the artist admired.

As Juan Ramirez Zapata de Cardenas served as Bishop of the diocese from 1570 until his death in 1577, this alternative theory would indicate that the Martyrdom of Saint Sebastian would actually predate El Espolio, or The Disrobing of Christ, which is generally considered the artist's first known Spanish work.

According to popular legend, Sebastian was bound to a tree and shot with arrows, but was miraculously rescued and healed, only to achieve martyrdom when he was clubbed to death shortly thereafter.

Pierced with arrows—a symbol associated with divine punishment in the form of pestilence since antiquity—and yet miraculously saved from near death, Saint Sebastian was often invoked to intercede on the behalf of plague victims in the 15th and 16th centuries when the painting would have first been put on display.

The Martyrdom of Saint Sebastian, as noted by Brown, is painted in the late-Renaissance style and shows El Greco's Italian training to fine advantage.

And yet, the Palencia Sebastian, unlike El Greco's other surviving portrayal of the saint, currently in the Museo del Prado, deviates in one significant way from the traditional iconography.