- When she married Alexandro Torlonia, she gave up her succession rights.
- Named after her grandmother, Princess Henry of Battenberg.
- She was the daughter of King Alfonso XIII of Spain and his wife Victoria Eugénie Prinzessin von Battenberg.
- Her sister-in-law was the second wife of Frank Shields Sr., and the grandmother of Brooke Shields.
- Great-aunt of Simoneta Gómez Acebo, King Felipe VI of Spain, Cristina de Borbón, and Elena de Borbón.
- Daughter of King Alfonso XIII and Queen Victoria Eugenia.
- Sister of Juan de Borbón and Alfonso de Borbón. Half-sister of Leandro Alfonso de Borbón, the illegitimate son of King Alfonso by Carmen Ruiz Moragas.
- Granddaughter of Maria Christina of Austria.
- Great-granddaughter of Queen Victoria and Prince Albert.
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