Rhoeo was a daughter of Staphylus and Chrysothemis, and the sister to Parthenos and Hemithea. Parthenius relates that she once experienced a great jealosy of her sister Hemithea when Staphylus arranged for the latter to spend a night with Lyrcus, his guest, whom both Hemithea and Rhoeo fell in love with.
She became the lover of Apollo and by him the mother of Anius. When her father discovered her pregnancy, he believed she was impregnated by a man rather than a god. He placed her in a chest and cast her out to sea (parallel to Danae and Perseus). She landed on the island of Delos, which was sacred to Apollo. She gave birth to a son on the island and named him Anius (as if from ἀνιάομαι "to suffer"); she then put him on the altar of Apollo and prayed to the god that the baby be saved if it was his. Apollo concealed the child for some time, taught him the art of divination and granted him with certain honors.
Rhoeo eventually married Zarex, the son of Carystus or Carycus, who accepted Anius as his own, and had two more children with him. Later, Anius became a priest of Apollo and gave aid to Aeneas and his retinue when they were travelling from Troy to the future site of Rome. She was a possible mother of Jason and Aeson.