Upon her mother's return to France, Pilar moved with her younger sisters Paz and Eulalia to the Royal Palace of Madrid.

Born on 4 June 1861 at the Royal Palace of Madrid, Infanta Pilar was the third surviving child of Queen Isabella II and King Francisco de Asís.

In August 1865, he was dismissed from his post as both Leopoldo O'Donnell, president of the government, and his successor, Ramón María Narváez, were weary of the influence Tenorio had over the Queen.

In summer 1868, after spending some days in the Palace of la Granja, the Spanish royal family moved to the Cantabrian Coast.

Pilar's eldest sister, Infanta Isabella, had been married off to her cousin Prince Gaetan, Count of Girgenti, in May and she was abroad on her wedding trip.

On 28 September, the defeat of the royalist troops headed by General Novaliches in the battle of Alcolea sealed the end of Isabella II's reign.

The first home of the Spanish royal family in exile was the Château de Pau, a renaissance castle that had been the birthplace of Pilar's ancestor Henry IV of France.

The Château de Pau was conveniently located close to the Spanish border and it was given to them as temporary residence by Napoleon III.

[citation needed] Away from the formality of the Spanish court, life in exile allowed more freedom to Infanta Pilar and her sisters.

Infantas Pilar, Paz and Eulalia were enrolled at the Sacré-Coeur, a Catholic school run by nuns in la rue de Varnnes.

[citation needed] On the second anniversary of their arrival in France, the fall of the monarchy of Napoleon III and the disturbances in Paris forced Queen Isabella and her children to leave the city on 29 September 1871.

Antonio Cánovas del Castillo, President of the Council of Ministers, finally authorized the return of Queen Isabella in the summer 1876.

Isabella II was not allowed by the government to live in Madrid so Pilar, her mother and sisters stayed at El Escorial until the Queen decided to settle with her younger daughters in Seville.

Pilar and her sisters frequented their cousins, the children of their aunt Infanta Luisa Fernanda of Spain and the Duke of Montpesier who had arrived from exile in France almost at the same time, settling at the palace of San Telmo in Seville.

Upset with her son's choice of a bride and feeling neglected in Seville, in August, Isabella II decided to return to Paris and lived there permanently.

In the fall 1877, a new life began for Infanta Pilar at the Royal Palace of Madrid where she had been born sixteen years earlier.

Since the years of exile in Paris, it had been a cherished project between Queen Isabella II and her friend Empress Eugenie of France to arrange a marriage between their children Pilar and Napoleon, Prince Imperial.

As the project had been on the back burner due to the fall of the French Empire and the exile in England, Isabella conceived the idea of an even more illustrious match for her daughter.

Rudolph met Pilar, and he was surprised to find that she was blond with clear eyes as he had thought that all Spanish women were brunettes, but he showed no particular interest in her, concentrating in game hunting.

He was due to pay an official visit to Madrid on his return from South Africa, where he was fighting with the British troops in the Anglo-Zulu War.

In the early summer 1879 it was organized that Pilar, Paz and Eulalia would spend some time in Eskoriatza, a small town known for its hot springs of mineral waters.

In the following weeks, the sisters rested, leading a peaceful life dedicating their time to walks around the country side and reading.

Wearing a white dress, and with a red beret on her head, Pilar attended the rustic fete and enjoyed its simple pleasures: donkey rides, bullocks and open-air dancing.

At night while she was reading Graziella by Alphonse de Lamartine, she had an acute attack of convulsions, lost consciousness, and never woke up again.

On the day of the Prince Imperial's death, 1 June 1879, a pressed violet - the flower of the Bonapartes - is said to have fallen out of Pilar's prayer book and to have broken at the stalk.

Empress Eugenie wrote from Camden on 9 August 1879, to her mother the Countess of Montijo, "I have received a terrible blow with the death of Infanta Pilar who was so close to my son.

Years later, Paz married Prince Ludwig Ferdinand of Bavaria, and decided to call her only daughter Pilar, in memory of her beloved sister.