The evidence is thin, to summarize Shaw, both for Nero’s persecution, and even for the possibility that Romans could so early have recognized Christians judicially or religiously as such. The persecution stands or falls on a single passage in the Annals of Tacitus, the Roman historian and imperial administrator, writing around 115 AD, some 50 years after the event:
“To get rid of the rumour [that he himself was responsible for the fire], Nero found and provided the defendants, and he afflicted with the most refined punishments those persons whom, hated for their shameful acts, the common people were accustomed to call ‘Chrestiani.’ The originator of this name, Christus, suffered (capital) punishment in the reign of Tiberius through the agency of the procurator Pontius Pilate.”
(That’s Shaw’s translation, leaving aside text critical issues.)
There is no evidence for where Tacitus got this, and no other ancient writer corroborates him. Suetonius, the Roman administrator and biographer, in a life of Nero roughly contemporary with the Annals, holds Nero alone responsible for the fire, narrates the fire without connection to Christians, and says Nero punished Christians only routinely, without mentioning the fire.
Cassius Dio after about 210 AD writes about the fire but says nothing about Christians. The Chronicle of Christian Sulpicius Severus (after 400 AD) depends entirely on Tacitus.