Conti's first wife was Jeanne de Coeme, heiress of Bonnétable; she died in 1601. In 1605 he married Louise Marguerite of Lorraine-Guise (1574-1631), daughter of Duke Henry of Guise and Catherine of Cleves, who was desired by Henry IV. Conti died in 1614. The title of Prince de Conti lapsed following his death in 1614, as his only child, Marie, predeceased him in 1610. She was only three weeks old.
He had an illegitimate son, Nicolas de Conti (d. 1648), abbot of Gramont.
His widow followed the fortunes of Maria de' Medici, from whom she received many marks of favor, and was secretly married to François de Bassompierre, who joined her in conspiring against Cardinal Richelieu. Upon the exposure of the plot the cardinal exiled her to her estate at Eu, near Amiens, where she died. The princess wrote Aventures de la cour de Perse, in which, under the veil of fictitious scenes and names, she tells the history of her own time.
