In 1872, the first Marquis de Linares, José de Murga, acquired the land where the palace was built. He got married with his own sister, Raimunda Osorio y Ortega. Indeed, back then, around 1830, José's father, Mateo de Murga, had lived a passionate love story with a beautiful tobacco seller who secretly gave birth to a baby named Raimunda.
Fate made a brother and a sister know each other and fall in love. When the father learned about that relationship, he sent his son in London to avoid a wedding, but his efforts were in vain since José went back to Madrid to get married.
After José's father died, the couple learned the two links that brought them together. That's when the tragedy of the Marquis de Linares began just like their sad life inside the palace.
It has been said that Pope Leo XIII granted a personal space for the couple to live under the same roof, but in chastity. Until today, there has been no proof of this document, but the Marquis stated in their will that they didn't have any children.