This paper presents a recent study on a Roman period marble sculpture depicting Empress Liviaand the portraits of Germanicusand Drusus Minor, found at the praesidiumof Asido(Medina Sidonia, Cádiz, Spain). The sculptures retain extensive evidence of their original polychromy. The properties and spatial distribution of these pigment remains were investigated by portable non-invasive and micro-destructive techniques, applying digital microscopy, and UV/VIS/NIR/SWIR spectroscopy, portable XRF and SEM–EDS analysis. The study revealed the presence of Egyptian blue and ochre on Livia’s mantle and charcoal black on Livia’s eyes and hair, remains that were not clearly visible to the naked eye. This is a significant approach, used to identify colours on ancient marble sculpture, which transforms our understanding of these unique pieces. Elemental composition analysis by pXRF has confirmed the evidence of pigments, furthermore supported by the Raman results, making it possible to develop and reconstruct the colour palette that originally brought these sculptures to life in vibrant polychrome. The research offers a new methodology for identifying pigments on marble sculpture and opens new ways for investigating other types of material culture aided by the development of the analytical equipment mentioned.