Durch die Briefe, die Catalina Micaela von Spanien von ihrem Vater, dem spanischen König Philipp II., sammelte und nicht verbrannte, lernen wir eine andere Seite des gefühlskalten und berechnenden Königs kennen. Als er von Catalina Micaela im Jahr 1585 Abschied nehmen musste, da sie mit ihrem Gatten, dem Herzog Karl Emanuel I. von Savoyen, Spanien verließ, war er sehr traurig. "He was thrilled to receive the first letters that Catalina wrote when she reached Savoy, announcing a safe and rapid crossing, and told her with surprising passion: 'I don't know whether it's because I love you so much that I feel this way, but I think the duke and I will be in competition to see who loves you more'. He commented on every point of her letters before sighing 'your sister and I cannot help thinking about you all the time, and we miss you a lot'. ... and in 1588, in the midst of micromanaging the invasion of England, he revealed that he had been counting the days since Catalina left: 'Yesterday marked three years since you sailed away, and since I saw you, which has made me feel very lonely; and I know that is because you love me and I love you'." (in: Geoffrey Parker: Imprudent King – A new life of Philip II., id., p. 168).
But his [des spanischen Königs Philipp II.] love for Catalina was unfeigned and profound, and when news arrived of her death in childbirth in 1597 he wept and howled and grieved so long that one of the monks at the Escorial believed that it 'deprived the king of many days of life and health'." (in: Geoffrey Parker: Imprudent King – A new life of Philip II., id., p. 350).
"The premature death of this intelligent, lively and beautiful woman at the age of thirty [Catalina Micaela] devastated husband and father alike. The duke [Karl I. Emanuel von Savoyen], grief-stricken by the loss of 'all that I had', fell ill and withdrew for three months from his affairs. When Philip received the news in San Lorenzo he immediately called Isabel [Isabel Clara Eugenia, Catalina Micaelas Schwester] and the prince [Philipp III., Catalina Micaelas Halbbruder] to his bedside. The family remained closeted with their grief for three hours. The king was totally shattered. 'Never before or again,' a courtier observed, 'would they see him express such grief as now, not in the death of his sons nor in that of his wife nor at the loss of the Armada ... and so this deprived him of many days of life and health.' A special memorial service, presided over by the prince, was held in the chapel. Isabel and the king watched from the chancel. The king ordered theatres to be closed in mourning." (in: Henry Kamen: Philip of Spain, id., p. 312).