Born on 20 June 1566 at Gripsholm Castle, Sigismund was the second child and only son of Catherine Jagiellon and Grand Duke John of Finland. The couple was being held prisoner at Gripsholm since 1563 when John staged a failed rebellion against his deranged brother Eric XIV of Sweden. Despite the Protestant domination of Sweden young Sigismund was raised as a Roman Catholic. His mother Catherine was the daughter of Polish king Sigismund the Old and Bona Sforza of Milan, all of whom where practicing Catholics. Sigismund's older sister Isabella died aged two in 1566. His younger sister Anna was a Lutheran, but the close relationship between the two siblings remained unchanged until her death in 1625.