Accompanied by his canon, the future Saint Dominic, he travelled ad Marchias Daciae (to Denmark) in 1203 or 1204 to secure a bride for crown prince Ferdinand, son of Alfonso VIII of Castile. They made a second journey in 1204 or 1205 intending to bring the girl back with them, but found that she had meanwhile died. They returned by way of Rome, where Diego unsuccessfully petitioned Pope Innocent III to be entrusted with a mission to the northern pagans. Instead, continuing their journey via Cîteaux, Diego and Dominic began the work of conversion of the Cathars. Diego was instrumental in the foundation of Prouille and took part in the early Cathar-Catholic debates at Verfeil, Pamiers and Montréal, but was soon afterwards ordered by the Pope to return to his diocese, where he died on 30 December 1207.