He was of the Catholic faith and was buried in Bordeaux; in 1919 his remains were transferred to the Royal Chapel of St. Anthony of La Florida in Madrid.
Osunski vojvoda in žena María Josefa Pimentel, 12. grofica Benavente, María del Pilar de Silva, 13. vojvodinja Alba in njen mož José María Álvarez de Toledo, 15. vojvoda Medina Sidonia, María Ana de Pontejos y Sandoval, markiza Pontejos).