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Milonia Caesonia (died 24 January AD 41) was the fourth and last wife of the Roman Emperor Caligula.

Milonia Caesonia was born between 2 and 4 June in an unknown year.

Coming from modest origins, Caesonia was a daughter of Vistilia. Her younger half-brother was the Roman Consul and General Gnaeus Domitius Corbulo. Her niece, Domitia Longina, married the future Roman Emperor Domitian.

Little is written of Caesonia. Suetonius says that when Caligula married her she was neither beautiful nor young, and was the mother of three daughters by another man. He describes her as a woman of reckless extravagance and wantonness, whom nevertheless Caligula loved passionately and faithfully.

Cassius Dio says that Caligula began an affair with Caesonia prior to their marriage (in either late 39 or early 40). She was pregnant when they married and gave birth to Julia Drusilla only one month later; Suetonius, on the other hand, says she gave birth on their wedding day. Cassius Dio states that the Roman public was not pleased with Caligula's marriage to Caesonia.

The satirist Juvenal speculates that Caligula went mad as a result of a love potion Caesonia administered to him.

Suetonius states that Caligula would parade Caesonia in front of his troops and sometimes naked in front of select friends. He would jokingly threaten to torture or kill her, on occasion, as an odd form of affection.

In 41, Caligula was struck down by assassins while attending a private theatrical performance. Caesonia and her daughter Julia Drusilla were murdered just hours after Caligula's demise. According to Josephus, she died bravely. Struck with grief at her husband's death, she willingly offered her neck to the assassin and told him to kill her without hesitation.

Milonia Caesonia died on 24 January 41.
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