By his beloved consort Ulrica Leonora of Denmark, from the shock of whose death in July 1693 he never recovered, he had seven children, of whom only three survived him, a son Charles, and two daughters, Hedwig Sophia, duchess of Holstein, and Ulrica Leonora, who ultimately succeeded her brother on the Swedish throne.
His father, Don Francisco de Valenzuela, a gentleman of Ronda, had been compelled to flee from Spain in consequence of a brawl, and had enlisted as a soldier in Naples, where he married Dona Leonora de Encisa.
He protested against the queen's autocratic behaviour, and resigned both the premiership and his senatorship. He was elected landtmarskalk at the diet of 1720, and contributed, on the resignation of Ulrica Leonora, to the election of Frederick of Hesse as king of Sweden, whose first act was to restore to him the office of prime minister.
He killed for reasons of state without form of trial, while his open neglect of his wife, Maria of Portugal, and his ostentatious passion for Leonora de Guzman, who bore him a large family of sons, set Peter an example which he did not fail to better.
Among prose writers should be mentioned the grammarian Peder Syv,5 (1631-1702); Bishop Erik Pontoppidan (1616-1678), whose Grammatica Danica, published in 1668, is the first systematic analysis of the language; Birgitta Thott (1610-1662), a lady who translated Seneca (1658); and Leonora Christina Ulfeld, daughter of Christian IV., who has left a touching account of her long imprisonment in her Jammersminde.