Herod had a great penchant for building in apparently impossible places. In Masada he built his northern palace on the extremely narrow northern spur of the mountain and here, in Caesarea, he built a palace out into the sea. A swimming pool was carved out of the rock and surrounded by pillars and rooms.
After Herod’s death, Caesarea became the seat of Roman government. The governor resided in this palace and it is thought that Paul was kept a prisoner nearby (Acts 25.4).