The novel spends the most time exploring familial, romantic, and religious love. For the novel's characters, each kind of love leads to pain and misery. The Marquis and Bernarda don't show love for Sierva in the first twelve years of her life, but this changes after she's bitten by a dog and Abrenuncio prescribes "happiness" (33) as a cure for Sierva's fever. After this, the Marquis devotes his life to Sierva; however, this devotion leads him, in his desperation to restore his daughter's health, to commit Sierva to captivity in the Santa Clara Convent. Only after doing this does the Marquis realize how much he loves Sierva and that he would give his "soul to see her" (111) freed. By this point, however, the Marquis is too emotionally weak to do anything to change her fate, and once again abandons Sierva.

The Marquis could have had a life with Dulce Olivia, had not her madness made her into a lifelong asylum patient. The two keep up "a forbidden friendship that…had resembled love" (40), as Dulce Olivia visits the Marquis' house in the night like a ghost and, later, lays claim to it. The death of his first wife, Dona Olalla, turns the Marquis into a faithless living corpse, and his second wife, Bernarda, seduces and coerces him into a loveless marriage.