After the death of his father in 1555, Annibale grew up under the care of his grand-uncles Ferrante and Cardinal Ercole Gonzaga.

[3] At the age of eleven, the cardinal sent him to Flanders to the court of Philip II of Spain to be initiated into a military career.

Having completed his studies in Alcalá and been ordained a priest in Toledo in 1570, he was appointed preacher, reader, confessor.

He prescribed that the litany of the Virgin with the Oremus of the Immaculate Conception be sung every Saturday evening throughout the Order.

[6] He paid the debts of prisoners, renovated the facade of the Cattedrale di San Pietro apostolo, and built housing for poor families.

[4] He ceded the fief of Ostiano, of which he was marquis, to his nephew Scipione, eldest son of his brother Ferrante, prince of Bozzolo and his wife Isabella Gonzaga.

[7][3] The Museo diocesano Francesco Gonzaga in Mantua displays sacred artworks, armor, coins, tapestries, pottery, ancient and contemporary paintings.