One day [April 26], in 1916, at the end of one of our meetings, Jules Cambon, on the small mezzanine of the Institute, asked me to leave the following week for Spain. I hesitated, thinking that I was not well suited to fulfill this mission. But he insisted: “I will send Pierre Imbart de La Tour to you tomorrow.” I only knew him by name. He said to me: “After the services rendered by Cambon in Berlin, can you say ‘no’ to him? We must leave with Henri Bergson, Edmond [Perrier], director of the Museum, Étienne Lamy and yourself. Do you know Spain?” I said no, to my great regret. “Then,” he said, “come with us; it would be inexcusable to refuse!” So, I gave a talk in Madrid at the Ateneo on the old Spanish contrapuntists. But when I came to the end of my talk, I didn't know how to finish it. I looked at Bergson, concerned. Suddenly, I simply let myself go and spoke personally to the audience: “Ladies and gentlemen, I have been in Madrid for six days. I have spent six mornings admiring the riches of your wonderful museums. How is it that our Rome prize winners don't pass through Madrid! I will ask about it when I get back.” These words were greeted with long applause. The King, having learned about it, was delighted, and told me so: “They take us for uncultivated people! I’ll try to find some land; you find the money to build!” And that was the origin of Casa Velázquez.

I had met King Alfonso XIII on his first trip to Paris [1905], during the seven-year term of President Émile Loubet, at the time of the attack on rue de Rohan. The King told me: “My mother recommended me to Loubet to prevent me from doing stupid things and to try to conduct myself well in Paris.” Just as the horse of a mounted soldier was struck by bomb shrapnel, the King put his hand on Loubet's knee and shouted to him: “Come on, hold on tight!” And, of course, he was used to “holding on tight,” since he had already escaped an attack at his wedding.

I played the organ for him at Notre-Dame, when he visited the Treasury. He knelt down in the Chapelle de la Vierge at the back of Notre-Dame.