The Marillac were one of the most important noble families in early modern France. My analysis of this pivotal and deeply political family during the turbulent era of the French Wars of Religion (1562-1629) examines and explains the importance of the interaction of familial alliances, religion and diplomacy in the making of the state. This period represents a critical moment in the process of state development. In contrast to prevailing studies of early modern state formation that concentrate on a centrally-directed program, this dissertation argues that it was the expansion of family strategy, and its interplay with religion and diplomacy, that drove the ongoing construction of the early modern state. There was no blueprint for the creation of this state. Rather, it was born out of an accretion of policies formed by politically important clans working to advance their familial interests. By closely tracing the fortunes of the Marillac clan through archives and research libraries in France, this study discloses the nature of power in early modern Europe in its daily, practical manifestations. My project reaffirms the agency of the family and the individual in the making of the state. It showcases the importance of religious devotion to the formation of family strategy, and especially how Marillac women were drivers of this devotion. My research demonstrates how one family successfully negotiated the Wars of Religion. Additionally, I discuss the impactful role of the individual diplomat in the practice of foreign affairs. Finally, by tracing the fortunes of the Marillac family, I show how a family not only rises to power, but falls, as well as the consequences and limits of disgrace. My research will therefore contribute to the fields of early modern state-building, diplomacy, religious politics, and women and gender through the prism of Marillac family strategy and its interaction with religion and diplomacy.