The sister of King emeritus Juan Carlos, and aunt of King Felipe, died on Wednesday.
Pilar de Bourbón was 83 and had been suffering from colon cancer for some time.
The Infanta was known for her spontaneous personality and charity work.
She was born in France in exile and did not visit Spain for the first time until she was 21.
Known to be close to her brother, Juan Carlos, she had five children with her late husband, the Duke of Badajoz.