In 1409, Lorenzo Suárez de Figueroa, Grand Master of the Order of Santiago, died.

After the death of his aunt, Catherine of Lancaster, Henry aspired to influence his weak cousin John's reign and get a grip on power.

The marriage was a part of an agreement by which Henry's older brother Alfonso V married Catherine's older sister Maria and by which Henry's sister Maria married Catherine's brother John II.

He and his wife returned to Castile to claim her inheritance and they were successful; having already been granted the Dukedom of Villena by her brother, they received the rest of her dowry.

Henry was punished by John II for his disloyalty and lost all his titles and properties.

Villena was helping Alfonso when he was imprisoned in August 1435 after the Battle of Ponza along with him and their brother John.