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 was born on his father's estate of Casatico in the Mantuan territory, 6 December 1478. Michelangelo was his senior by four years; Leo X by three years; Titian by one year; Giorgione and Cesare Borgia were born in the year of his birth, while his friend Raphael and also Luther were his juniors by five years.

His surname is said to be derived from the little town at which Bonaparte defeated the Austrians near Mantua in 1796, and which is by some supposed to have taken its name from Castrum Stiliconis, Camp of Stilico, a Roman general of the 4th century. One Tealdo Castiglione was Archbishop of Milan as early as 1074, from which time the family is often and honourably mentioned in the annals of northern Italy. Baldesar's parents were Count Cristoforo Castiglione, a soldier-courtier, and Luigia Gonzaga, a near kinswoman of the Marquess of Mantua. The boy studied at Milan,— learning Latin from Giorgio Merula and Greek from Demetrios Chalcondylas, an erudite Athenian who had fled from Byzantium about 1447, and of whom another pupil wrote: "It seems to me that in him are figured all the wisdom, the civility and the elegance of those ancients who are so famous and so illustrious. Merely seeing him, you fancy you are looking on Plato; far more when you hear him speak."

Having spent some time at the splendid court of Ludovico Sforza at Milan, Castiglione lost his father in 1499, and (the Sforzas being expelled the same year) he returned to Mantua and entered the service of his natural lord, the Marquess Gianfrancesco Gonzaga; he accompanied this prince to Milan to witness the entry of Louis XII of France, and afterwards on an expedition to aid the French in their vain effort to hold the kingdom of Naples against the Aragonese. When Gonzaga abandoned the French cause (after being defeated by Ferdinand the Catholic's "Great Captain," Consalvo de Cordova, near the Garigliano in 1503), Castiglione obtained leave to go to Rome, and there met Duke Guidobaldo di Montefeltro, who had come to pay homage to the newly elected Pope Julius II. He entered the duke's service, and soon became one of the brightest ornaments of that brilliant company of statesmen, prelates, scholars, poets, wits and ladies, known as the Court of Urbino.

In 1504 he took part, under Duke Guidobaldo, in the papal siege of Cesena against the Venetians. The next year he attended the duke on a diplomatic visit to Rome. In 1506 he was sent to the court of Henry VII of England to receive the insignia of the Order of the Garter on the duke's behalf. As appears from a letter to his mother, he returned to Urbino as early as 5 March 1507, notwithstanding his mention of himself in as still absent in England at the date (8-11 March) of the dialogues he professes to report at second hand. In the same year he was sent on a mission to Louis XII at Milan.