In control of foreign policy from 1618 to 1622, he was responsible for Spain's initially successful entry into the Thirty Years War (1618–1648) and for the appointment of his nephew, the Count-Duke of Olivares to the position of prime minister for much of the reign of Philip IV.

In October 1618, one of Lerma's own favourites, Don Rodrigo Calderón, was successfully arrested for murder; using this as a pretext, de Zúñiga and Uceda made their move.

[9] De Zúñiga persuaded Philip III to send aid the Emperor in Bohemia in 1619, effectively entering Spain into the Thirty Years War (1618–48).

In 1620, he played a key role in the dispatch of the Army of Flanders to aid the Imperial cause, leading to the Spanish victory at the Battle of White Mountain later that year.

The armistice since 1609 had become increasingly tense; whilst de Zúñiga was convinced that a straightforward military victory over the Dutch was unlikely, by 1619 he had concluded that a renewal of hostilities could enable negotiations leading to a treaty more favourable to the Spanish.