Her father was either Ekaterina's husband the cavalry lieutenant Prince Sergey Vasilyevich Trubetskoy (1814 – 12 May (30 April Old Style), 1859), making her their only child, or her lover Nicholas I of Russia of the House of Romanov.

Her paternity was questioned right from her birth - shortly afterwards Sergey left for the Caucasus whilst Ekaterina went abroad, eventually settling in Paris with her daughter.

She met the Frenchman Charles de Morny, half-brother of Napoleon III, then special envoy to Russia, at the coronation of Alexander II - they married in St Petersburg on 7 January 1857[2] (Old Style – 26 December 1856) and moved back to France together.

This lasted until she was looking through some documents and accidentally found a note for an assignation between Charles and his mistress - she then left mourning and slowly resumed her social life, in the course of which she met the Spanish nobleman José Osorio y Silva at his villa in Deauville, a major venue for the French aristocracy.

She organised social events, festivals and cultural gatherings to gain support and raise money for her husband's plan to restore the Spanish monarchy.