She and her husband lived at the castle of Marino in the Alban mountains, where, in 1490, she bore him Vittoria Colonna, the future ornament of her house.

Elisabetta found this beautiful child already betrothed to Ferrante d'Avalos, son of Marquis Alfonso of Pescara; Ferdinand II of Naples having brought about the betrothal of the two children as early as 1495 for the purpose of winning over the Colonna, the retainers of the house of Aragon.
The Duchess of Urbino actually went to Rome for the purpose of protecting her noble kinswoman, whom she kept incognito.

She remained there until Easter.

On her way to S.Peter's she directed anxious glances toward the Belvedere, where the bravest woman of Italy, a prisoner, was grieving her life away, Catarina Sforza having been confined there since Caesar's return, February 26th, as is attested by a letter of that date written by the Venetian ambassador in Rome to his Signory.

Elisabetta's feelings must have been rendered still more painful by the fact that her own husband, as well as her brother Gonzaga, both of whom were in the service of France, had given the princess up for lost.
She had scarcely left Rome when Catarina received news that her uncles Ludovico and Ascanio had fallen into the hands of the King of France.
Having, with the aid of Swiss troops, again secured possession of Milan in 1500, they were ignominiously betrayed by the mercenaries at Novara, April 10th.