Luigi Gonzaga was born heir to the marquisate of Castiglione delle Stiviere — the second son of Ferrante Gonzaga, Marquis of Castiglione (a cousin of the ducal Gonzagas of Mantua). At seven, in the famously violent atmosphere of the Mantuan court, the precocious child began a personal regime of fasting, prayer, and severe physical austerity that his hagiographers identified as the seed of his vocation. He was sent at eight to the court of Francesco de' Medici in Florence to be educated as a future page of the imperial nobility, then to the Spanish court of Philip II at Madrid (1581–84) as a page of Infante Diego.
On his return to Castiglione in 1584 he announced his desire to enter the Society of Jesus. His father refused absolutely; the conflict was bitter and lasted three years. Finally, on November 25, 1585, having renounced his marquisate in favour of his younger brother Rodolfo, Aloysius entered the Roman novitiate of the Jesuits at the age of seventeen. He took his first vows in 1587 and began philosophical and theological studies at the Roman College under Robert Bellarmine.
In the great Roman plague of 1591 he and his fellow Jesuit scholastics dedicated themselves to caring for plague victims — Aloysius personally carrying many dying men on his back to the new Jesuit-administered hospital. He contracted the plague himself on March 3, 1591, and died at the Roman College on the night of June 20–21, 1591, aged twenty-three. His friend and spiritual director Robert Bellarmine wrote the account of his death. Canonized 1726.

