At an early age, he pursued a military career at the side of his father, who was the captain general of the Canary Islands.

In 1618 King Philip III charged him with the devolution of the territories conquered by the Spanish forces in Piedmont to the duke of Savoy.

Bedmar was instructed[3] to destroy this league and, with Pedro Téllez-Girón, 3rd Duke of Osuna, viceroy of Naples (1574–1624), and the Spanish Governor of the Duchy of Milan, Gómez Suárez de Figueroa, 3rd Duke of Feria, planned a naval invasion to bring the city closer to the Spanish sphere of influence.

Later, he became the ambassador extraordinary and counselor of Governor of the Habsburg Netherlands, Infanta Isabella Clara Eugenia and the Junta of War in Flanders.

De la Cueva opted for the title of Santa Balbina on 9 July 1635 and participated in the papal conclave of 1644.