The nature of this art form, on fragile leafs of paper, ensures that it is hard to imagine many surviving up to the present day. It is only really the likes of Da Vinci, Michelangelo and Raphael whose drawings are available to us today in great numbers and Caravaggio's own lifestyle has made his career much harder to document. It is also believed that he generally liked to work directly on to the canvas rather than making huge numbers of preparatory sketches, and so there may not have been many drawings to find in the first place. He was uncoventional in many ways and found a method of working that suited him. Whilst aware, and respectful, of other great masters, he did not feel an inclination to directly duplicate their methods of production.
Artists from these past centuries would tend to pass their drawings around in order to allow members of their studio to better understand the way in which certain things were to be constructed. It was particularly the case where a team of assistants would be used on the same project, as otherwise consistency would be lost and the completed artwork may diverge considerably from the style of the master. In passing these drawings around, they would start to achieve a disposable status, as well as becoming damaged within the lively atmosphere of the various studios. Few would consider most of these artworks as genuine completed pieces in their own right, too, and so there was little interest in saving them for the purposes of posterity. It would only be later on that academics and researchers would start to collate the drawings of great names from the past, and as their value rose, so more effort was made.
Additionally, there has also been a change in how the drawings of great masters have been viewed by exhibition curators. Displays of their drawings have become far more common and have also been well received by the public, meaning a far greater respect for sketches from their careers exists today than would have been the case all those centuries ago. In the example of Caravaggio, his major artworks will be very hard to acquire, even for just a short loan, and so any opportunity to collate his drawings would have presented an excellent alternative. Another consideration is that different artists placed different levels of importance on developing their skills as draughtsmen. Whilst academics and tutors during the Italian Renaissance placed a huge emphasis on it, not every artist that came through their teachings would have felt the same way. Da Vinci, for example, had to practice this craft because he was also involved in architecture and inventing, where as Caravaggio was most certainly not. He loved to express himself directly on the canvas and was content to make amendments as he went. He was also exceptionally strong-willed, and so no-one would have dared to try to force him to do something he didn't want to, once he had reached a certain age.
One of the advantages of discovering Caravaggio's original drawings would have been the opportunity to learn more about his preparations. His life and career will always likely remain somewhat of a mystery, in some senses. He was a true enigma, but thankfully his paintings are in good order and will remain carefully preserved for future generations to enjoy. Without any sketches to hand, the only other alternative is to scientifically research his paintings in order to examine each and every layer of paint. This helps us to judge the amount of re-work that he carried out. X-Rays have, indeed, been completed on a number of paintings but this process is normally only applicable to the larger galleries and museums who are more likely to have access to these types of tools. In recent years the same processes have been used to solve issues regarding authenticity, those this tends to involve other artists rather than Caravaggio. Aside from that, it can also help us to learn more about the materials used by the artist, such as how he mixed his paints and also whether he started off laying out each piece with other materials being starting to add the layers of oil.
Caravaggio was taught most intensively by Milanese painter Simone Peterzano, by which time the artist was into his mid teens. It is quite possible that a single source of teaching left a bias towards the painting medium, where as other, more formalised courses would have taken in sculpture and drawing in a more impactful way. That may have influenced his preference for working directly on the canvas. He would then run into a number of problems in his social life which perhaps meant he was never able to balance out his training with other influences. He continued to learn by travelling around Italy, studying some of the great masters' work and gained much from this. However, he was then at an age where he had to earn a living and so was forced to do so rather than being able to take the time to continue broadening his artistic education. Having worked for others for a number of years, Caravaggio would break free from this and finally attempt to make it as a professional painter on his own.
For those looking to understand more about Baroque art, and specifically the drawings from this art movement, it is therefore necessary to move away from Caravaggio towards a number of other notable artists - it is highly unlikely now that any drawings from his career will ever be discovered, although you will find claims to the contrary in the press from time to time. Gian Lorenzo Bernini's drawings are amongst the best related artworks to look at, with this multi-skilled artist impressing in both painting and sculpture. If we head north, one can also enjoy the stunning career of a certain Dutch artist. Rembrandt's drawings remain amongst the most respected in all art history, and he was also highly skilled in a number of related disciplines such as etchings as well. There is no shortage of artworks remaining from his career, even though he led a similarly turbulent life to Caravaggio. We often think of the stereotypical artist as creative but unhinged and a lot of that comes from Caravaggio, and then later from Vincent van Gogh in 19th century Netherlands.