Malvasia claims he was the son of a Spanish soldier initially stationed in Reggio Calabria.
After 1621, during the papacy of Gregory XV, Valesio relocated to Rome under the patronage of Lavinia Albergati, the wife of Orazio Ludovisi, the pope's brother.
He helped Ulisse Aldrovandi in the preparation of some of his volumes of natural history.
[1] He also engraved the funeral services in Bologna performed for the Ludovisi pope.
At Rome he painted a Religion for the monastery attached to Santa Maria sopra Minerva.