The heads are thought to have been acquired by Brownlow, 9th Earl of Exeter (1725-1793), whilst on one of two Grand Tours.
They are from the workshop of Giambattista Piranesi (1720-1778), from whom the earl commissioned the design for the fireplace on which they now stand.
Rosso antico marble was used by the Ancient Greeks, Romans and Etruscans, mainly for decorative architectural details, but also for smaller sculptures.
It was quarried on the east coast of Cape Matapan in Greece.