In 1586 Gesualdo married his first cousin, Donna Maria d'Avalos, the daughter of the Marquis of Pescara. Two years later she began to have a love affair with Fabrizio Carafa, the Duke of Andria. For two years her husband knew nothing about her love affair. Then one day he returned unexpectedly to his palace (he may have suspected that something was happening) and found them making love. He murdered them both in their bed. He then left their bodies in front of the palace for everyone to see. In those days in Italy a nobleman could not be arrested and punished. However, someone might have wanted to kill him in revenge, so he ran away to the town of Gesualdo where he had a castle.