Caroline was then received into the Catholic Church, and on 17 September Thomas Griffiths, Vicar Apostolic of London married the couple in his private chapel in Westminster.
Then on 28 October their marriage was solemnised in an Anglican service at Trinity Church, St Marylebone, after which they left for the Papal States and a fourth ceremony to satisfy the requirements of the authorities in Rome.
This caused the papal government to order the confiscation of all the Sforza Cesarini properties, not restored to them until Victor Emmanuel entered Rome in 1871, accompanied by Duke Francesco, Caroline's elder son, as one of his royal consiglieri.
Duchess Caroline, who had been introduced to Rolfe by one of her young relatives, Mario Sforza Cesarini dei Conti Santa Fiora, took pity on him.
She invited him to spend the summer at the Palazzo Sforza Cesarini at Genzano di Roma outside the capital where, according to his biographer, "he gained a lasting insight into Italian history and character".