In 1608 he was married to Isabella of Savoy, daughter of Charles Emmanuel I of Savoy. Profoundly in love with her, when she died in 1626 he started to think to take religious vows. When his father died in 1628, Alfonso became Duke of Modena and Reggio. However, in July 1629 he announced his abdication from the Castle of Sassuolo. On September 8 of the same year he entered the Capuchin friars at Merano under the name of fra' Giambattista da Modena.
He was distinguished as a preacher and helper of dying people during the pestilence which struck the Duchy in 1630–1631. In the following year he returned to Modena, but his discourses against the costumes of the court made him unwelcome, so he retired to a convent in Castelnuovo di Garfagnana, built by his son, Duke Francesco I, where he died in 1644.