In her adolescence, Mercedes accompanied her mother to trips abroad visiting her paternal grandmother in Paris, her paternal aunt Paz in Munich, and her maternal grandmother Elisabeth Franziska in Vienna. The situation in Spain became more complicated with the Spanish–American War in 1898. Mercedes and her sister lived a restricted life. Their conservative mother did not allow them to take part in the social life of the Spanish nobility. The Queen offered a party in the Royal Palace to mark the debut in society of her daughters on 9 May 1899, the event having been delayed due to the war. At the dance, Mercedes fell in love with Prince Carlos of Bourbon-Two Sicilies; the two were frequently seen together.