In 1630 came the invasion of Germany by Gustavus Adolphus of Sweden. Piccolomini was captured and held hostage at Ferrara for helping in unauthorised negotiations for peace with the Swedish Empire. Despite his support for Wallenstein, he was not included in the list of promotions when the Duke resumed action against Saxony, Brandenburg, Sweden and France. Thereafter, Piccolomini served as a colonel under Feldmarschallleutnant Heinrich Holk, a Danish officer, in the battle of Lützen and other operations.