We study the two-user Gaussian multiple-input multiple-output (MIMO) broadcast channel with common and confidential messages. In this channel, the transmitter sends a common message to both users, and a confidential message to each user which needs to be kept perfectly secret from the other user. We obtain the entire capacity region of this channel. We also explore the connections between the capacity region we obtain for the Gaussian MIMO broadcast channel with common and confidential messages and the capacity region of its non-confidential counterpart, i.e., the Gaussian MIMO broadcast channel with common and private messages, which is not known completely.