The Continence of Scipio has generated a lot of studies but its provenance has not been proved yet. The question of its origins is solved in this article. The painting connection with Spain concerns not only its subject, but also its purchase by Fuensaldafia in London for the King of Spain. The picture has been localized at Madrid's Alca-zar, in which inventories it can be traced until 1700. In 1766, the work went to Argylls Collection in England. The picture had been registered in Spanish Inventories as Alexander the Great's Weeding, an understandable iconographic mistake that has made difficult its identification up to nowadays, as it was considered to be lost after the Alcaizor fire in 1734.