The ancient sources for the location of Thule are reviewed.1 It is suggested that the identification of the Shetland Isles as Thule was an error by Agricola. The identification was then accepted by Ptolemy, who moved Thule from the more northerly location implied by Pytheas’ account to the site of the Shetland Isles. This would account for his description of Thule/Shetland as one island. The coincident location of Ptolemy's Thule with Shetland suggests that the Roman fleet did see the islands. The emendations of Wolfson relating to Thule are examined and rejected. There is no evidence that Agricola's fleet landed in Shetland.