[1] The family's surname, Merry del Val, was formed by combining the surnames of the 1st Marquess's paternal grandparents: Rafael Merry y Gayte and María de la Trinidad del Val Gómez.

The Merrys were the Irish noble family, originally from County Waterford, that settled in Seville in the 18th century.

[2] The parents of the 1st Marquess were Sofía Josefa de Zulueta (1839–1925),[a] and Rafael Carlos Merry del Val (1831–1917), a career diplomat who served as the Spanish Ambassador to Belgium, to the Holy See, and Minister at the Imperial Court of Vienna, and Gentlemen of the Bedchamber to Queen Elizabeth II and Kings Alfonso XII and Alfonso XII.

The younger brother of the 1st Marquess was Rafael Merry del Val (1865–1930), who became Cardinal Secretary of State to Pope Pius X.

As the 2nd Marquess died without issue, he was succeeded by his nephew, Rafael Merry del Val y Melgarajeo, son of the 2nd Marquess's younger brother Pablo, whose children inherited the title Count of Valle de San Juan.