In contributing to the debate on the changes of the late Roman world, some scholars have claimed that the boundaries between religious groups were fluid with external and internal factors. Christian identity was not characterised by clear indications of religious belief, observance, and practice. Some intriguing surveys have shown that the difference between Christians and pagans can be seen as part of a discursive binary. While the North African evidence of their identity allows us to consider the question of what it means to be a Christian, it is noteworthy that there is a comprehensive framework for the understanding of human behaviour and thought: the ‘spiritual exercises’ in the Greco-Roman tradition. In the fourth- and fifth centuries, Christian thinkers began to pursue the matter in a more detailed way. A crucial stage of the development seems to be prepared by Augustine. Provided with some illuminating studies which consider the ‘spiritual exercises’ as being linked with the context of Augustine’s concern for Christianness in late antique North Africa, the correlation still remains in question. In this paper, I shall focus on the evidence for his view of the ‘spiritual exercises’ in the letters of Augustine, thereby coming to some understanding of the horizons on which he made use of the dimension in speaking about the Christian code of behaviour.