Lucius comes from the city of Cyrene in North Africa. It is possible that he fled to Antioch after Stephen’s death and the resulting persecution, on account of the fact that the Synagogue of the Freedmen included Jews from Cyrene (Acts 6:9).1 It is possible that this same Lucius is mentioned by Paul in Romans 16:21.2
1 Now there were in the church at Antioch prophets and teachers, Barnabas, Simeon who was called Niger, Lucius of Cyrene, Manaen a lifelong friend of Herod the tetrarch, and Saul.