His father's family traced its origin to the reconquest of Moura (Alentejo, Portugal) from the Moors, during the Reconquista in 1165, but its fortune was established in the late sixteenth century, when Cristóvão de Moura (1528–1613), the first Marquis of Castelo Rodrigo backed the claims of the Spanish king, Philip II, to the throne of Portugal in the 1580 Portuguese succession crisis that led to the Iberian Union.

His oldest surviving son and heir, Francisco de Moura, destined to become the third Marquis of Castelo Rodrigo was born in 1610.

When the prince succeeded to the throne as Philip IV in 1621, Castelo Rodrigo was kept on the sidelines by his jealous rival Gaspar de Guzmán, Count-Duke of Olivares, still insecure in his position as favorite.

Castelo Rodrigo was transferred back to Lisbon to arm a fleet in 1627, but was recalled to court temporarily in 1630, when Olivares decided to put his rival to use in the service of Habsburg diplomacy.

He remained unswervingly loyal to the Spanish Habsburg crown, suffering extensive losses of family lands in Portugal, including the Corte Real palace.