The present thesis examines from a narratological point of view the rhetorical dynamics between Dio Chrysostom and his readers in orations 7 (the Euboicus), 12 (the Olympicus), and 36 (the Borystheniticus). In these orations, Dio develops a pedagogical relationship with the readers by presenting himself as a respectable exiled intellectual and moral teacher and the readers as students in a philosophy class. To achieve this relational depth with the readers Dio relies on various rhetorical resources each time, such as the employment of a protagonist as his alter ego, the use of authorial narration, character narration, and character-character dialogue, the development of narratorial (un)reliability and metanarratological comments, the organisation of narrative time and space, the characterisation of the narratees, etc. Through the use of rhetorical resources Dio not only affects the readers' possible responses (cognitive, affective, ethical, aesthetic) to the narratives, but also is affected by them. Thus the readers become active participants in the composition of the narratives, not mere recipients of authorial intentions. In the Euboicus, the exemplification of the differences between city life and country life prompts Dio to communicate moral, social, and political messages to the readers and to lead them towards a more ethical way of living. In the Olympicus, the discussion of aesthetic and religious issues informs the readers about the best human conception of the divine. Lastly, in the Borystheniticus, the literary, philosophical, and religious materials underlying the narrative are merged into a successful educational lesson for diverse kinds of readers.