She's also the ancestor of the current Grand Duke of Luxembourg, Henri, through both the Bourbon-Parma collateral branch of the Spanish royal family and the main branch of Bourbon dynasty, as he is a descendant of the last Duke of Parma, Robert I, and his mother Louise of Artois, the granddaughter of Charles X of France, through Robert's son Felix.

According to the court, her mother showed a cruel indifference to her, because she had believed the prophecy of a nun who assured her that she would give birth to three consecutive sons.

The early years of Madame Royale were spent under the supervision of the royal governess Françoise de Montglat at the Château de Saint-Germain-en-Laye, a quiet place away from the Parisian court, in which she shared education and games with her legitimate siblings, as well as illegitimate half-siblings; children who were the result of her father's constant love affairs.

After her proxy marriage to the Prince of Asturias and Louis's proxy marriage to the Infanta Anne, Elisabeth and her brother met their respective spouses for the first time on 25 November 1615 on Pheasant Island, a small island in the River Bidassoa that divides France and Spain between the French city of Hendaye and the Spanish city of Fuenterrabía.

The Exchange of the Princesses at the Spanish Border was painted by Peter Paul Rubens as part of his Marie de' Medici cycle.

Elisabeth herself was the subject of rumors about her relations with the noted poet Peralta (Juan de Tassis, 2nd Count of Villamediana), who was her gentleman-in-waiting.

[1] The Queen died in Madrid on 6 October 1644 at the age of forty-one, leaving two children: Balthasar Charles and Maria Theresa.

Elisabeth's last child, Infanta Maria Theresa of Spain, would later become queen of France as the wife of her nephew, the future Louis XIV.