Princess Maria Teresa of Bourbon-Parma, a cousin of King Felipe IV of Spain, died on Thursday from COVID-19.
The 86-year-old princess is the first royal to die from the coronavirus.
She died in Paris, and a funeral was held in her honor in Madrid on Friday, according to an announcement from Spain's Prince Sixto Enrique de Bourbon.
Spain's King Felipe IV and Queen Letizia have both tested negative for COVID-19.
Only two royals have been confirmed to have tested positive for the coronavirus: Prince Charles, Duke of Wales, and Prince Albert II of Monaco.