At the time of the painting, Cayetana was only thirty-five years only and just windowed. The lady is wearing a fashionable and popular dress of Maja and a black lace mantilla on her head. The lady is the main subject of the artwork, but there is a landscape behind her. The landscape was most likely a representation of her estate in Sanlucar. Though her relationship with Goya is not known, her right index finger points on the ground where the words solo Goya (only Goya) are written on the sand. The Duchess is also wearing rings inscribed Alba and Goya on her fingers. The inscription in the dirt had been covered, but the worlds later became visible after a cleaning of the painting during the 20th century.

The painting had great personal importance to Goya as he kept it in his studio until his death. The fact that Goya kept the painting and the clues in the painting is referred to as evidence of the romantic affair between the two. The current location of the artwork is the Hispanic Society of America in New York City. The style used in the artwork is Romanticism — an eighteenth and nineteenth-century art movement that was in revolt against Neoclassicism. Unlike Neoclassicism that was characterised by clam, order, harmony, idealisation, rationality and balance, Romanticism was characterised by imagination, emotion and freedom. Some of the characteristics of Romanticism were: A deep appreciation of nature's beauty, an exaltation of emotion over reason and senses over intellect and examination of the personalities and mental potentialities of humans.

Goya showed his interest in art by copying works by art masters like Rembrandt and Diego Velasquez (Spanish court painter). He would later paint a series of frescoes at the local church before moving to Madrid, where he was influenced by a Venetian Rococo artist, Giovanni Tiepolo. Goya also met neoclassical painter Anton Raphael Mengs. Goya's art also influenced both modern and post-modern art. Artist like Manet drew inspiration from Goya's paintings, while others like Picasso admired his work. His influence on modern art also continued to 20th century and up to date. For example, Francis Bacon painted his version of horrors of war.