We do not know exactly where Paul was when he wrote this letter. On the basis of Luke’s presence (Colossians 4:14; Philemon 1:24), some suggest that he was in Caesarea seeing as we know that to be a time when Luke was with Paul (Acts 27:1–2). Alternatively, he could have been in Ephesus. Ephesus would make sense given the fact that it was relatively close to Colossae (some 160 kilometres)1 and thus accessible to a runaway
slave. It would also explain Paul’s request for a guest room (Philemon 1:22). However, there is no biblical or extra-biblical evidence of him ever being imprisoned in Ephesus. Rome as the place of prison is favoured due to evidence from early Greek manuscripts as well as the early church fathers. Whilst in Rome, Paul had some freedom of movement, and he was also accompanied by Aristarchus (Acts 27:2; Colossians 4:10; Philemon 1:24).2
1 Paul, a prisoner for Christ Jesus, and Timothy our brother,To Philemon our beloved fellow worker