In April 1501 Castiglione carried out a first small diplomatic mission on behalf of the Marquis of Mantua visiting Pio da Carpi.
In March 1503 he went to Rome for the first time, as part of a mission sent by the Gonzagas to Pope Alesxander VI. The spectacle of the city and the discovery of its unparalleled fascination made a deep impression in his soul; in a letter to his mother Aloisia, dated 16th March 1503, he exclaimed: “Gran cosa è Roma!” (What a great thing is Rome!)(B. Castiglione, Le lettere, by G. La Rocca, I, Milan 1978, 17). His epigraphic brevity is proof of an illuminated intellect.
During the summer and autumn of 1503, following the Marquis of Mantua, who had been nominated Lieutenant General of the French army in Italy, he participated in the military operation aimed at the conquest of the Kingdom of Naples. In his first real experience of war, he travelled in arms, on horseback, throughout Italy. At the end of October he fought in the battle of Garigliano; this experience inspired him to write the sonnet Cesare mio, qui sono ove il mar bagna, for his cousin Cesare Gonzaga.
The enterprise, difficult and dangerous in itself, resulted in a disastrous failure, caused by two factors: not least the lack of experience and susceptibility of Francesco Gonzaga, who, with the coming of winter, disgusted by the lack of discipline of the French and tormented by chronic disease, abandoned command and returned to his home. In December 1503, on his way back from the Neapolitan campaign, Castiglione obtained permission form his lord to stop off in Rome. During this stay, or perhaps during the previous one in March, he wrote one his most famous lyrical exercises in vulgar language, the sonnet Superbi colli, e voi sacre ruine, dedicated to the celebration of the wonders of classicism.