Imaginary Mithraeum reconstruction at Museum Orientalis in the Netherlands
A Mithraeum is a place of worship for the followers of Roman Mithraism.

In practice and outward manifestations, Roman Mithraism is not similar to Iranian Mithraism. Iranian-Aryan Mithraism preceeded Zoroastrianism. The pre-Zoroastrian god Mithra was incorporated into Zoroastrianism as an angel (also see Pre-Zoroastrian Aryan Religions). Roman Mithraism was iconic while ancient Zoroastrian practices were non-iconic. The Roman Mithra is male while in Iran (Persia), Mithra to this day is the name of a woman (even though there is no gender attached to a Zoroastrian angel or to God). The killing of the bull, the tauroctony, the image of which is central to a Roman/European Mithraeum - regardless of its hidden symbolism - is antithetical to Zoroastrians as a religious symbol. The differences primarily stem from deep-seated cultural differences between the ancient Romans and Iranians especially in worship practices. As such, the differences could be superstructural.

Despite all these differences, there are nevertheless connections between Roman Mithraism/Mitraism and Iranian-Aryan Mithraism. One such area of connection might be the cosmology and the application of the zodiac. Classical Greek literature is replete with references to the connection and how it developed (see Exploring Connections Between Roman & Persian Mithraism at the Zoroastrian Heritage blog for further statements and connections). We will cite one such reference here:

Source: Greek Neoplatonic philosopher Porphyry (c.234–c.305 CE).
"... Zoroaster was the first to dedicate a natural cave in honor of Mithras, the creator and father of all; it was located in the mountains near Persia and had flowers and springs. This cave bore for him the image of the cosmos which Mithras had created and the things which the cave contained, by their proportionate arrangement, provided him with symbols of the elements and climates of the cosmos. After Zoroaster, others adopted the custom of performing their rites of initiation in caves and grottoes which were either natural or artificial” (De antro nympharum 6, trans. Arethusa edition)."

[Here, Porphyry describes an archetypal Mithraeum and incorrectly ascribes the institution of Mithraism to Zoroaster. The Greeks called everything Iranian, 'Persian', and ascribed anything to do with 'Persian' religion and astrology to Zoroaster.. Persia was at one time the dominant province or kingdom in the greater Iranian confederation. The core kingdoms of the Persian Empire came to be known as Iran-Shahr and stretched from Central Asia to the Euphrates River, from Azerbaijan to the Indus River. [Also see Iran and Persia, Are They The Same? at Zoroastrian Heritage]

In Iran, an age-old tradition of strong-men who served as champions, protectors and saviours of the Iranian lands, survives in the pahlavans who train in a Mithraeum-like gymnasiums called zurkhanes or zoorkhanes meaning house of strength (also see Pahlavans - Strong Men of Iran & Gymnasiums, Zurkhanes at Zoroastrian Heritage). Roman Mithraism on its part was popular with the military class of Rome. As an aside, the interior of Masonic halls are also reminiscent of Mithraea.
Pahlavans training with the meel - wooden clubs in a Zurkhaneh
Pahlavans training with the meel, wooden clubs, in a Zurkhane.
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Our interest here is the astrological connection with Mithraism, for astrology appears to play a central role in the Mithraic mysteries. To this end we include images from Roman Mithraea throughout Europe where the central image is surrounded by a zodiac.
Birth of Mithra / Mitra. Note the ecliptic with the zodiac surrounding Mithra emerging from rock.
Fresco of the tauroctony at the Mithraeum in Marino, Italy
A rock carving of the tauroctony from the Mithraeum in London. Note the circular zodiac in the ecliptic that surround the central image. If the central image is terrestial, then the ancients understood that the ecliptic encircled a round earth.