 On 12 March 1560 he married Camilla Borromeo, sister of Charles Borromeo and niece of Giovanni Angelo de' Medici, who had recently been elected Pope with the name of Pius IV.Cesare Gonzaga was also a member of the Academy of the Vatican Nights, which met in the Casina Pio IV in the Vatican.He founded the Accademia degli Invaghiti in Mantua, in the palace he inherited from his father.