Although no entirely autograph painting of this subject survives, Titian painted it on numerous occasions, both as a single figure and within larger compositions. In 1648, for example, Ridolfi mentions at least tre inventioni di Santa Caterina martire, che si sposa a Christo diversamente dipinte, belonging to Cristofo and Francesco Muselli in Verona. The first (lost) image of the saint as a single figure is documented as having been painted in 1540 for Alfonso d´Avalos and its invention must be related to the book Santa Caterina Vergine which Pietro Aretino dedicated that year to Avalos. The second painting dates from around 1568, as on 10 December of that year Titian complained to Cardinal Alessandro Farnese that Cardinal Alessandrino (Michele di Bonelli) had not yet paid him for the image of that saint that he had sent him. This painting can be identified with the one now in the Boston Museum of Fine Arts attributed to the studio of Titian.

The Museo del Prado painting, which has scarcely been considered by modern scholars, has certain similarities with the Boston painting. The physical type of the saint is identical, as is her rich silk clothing with a striking printed floral pattern. More interesting is the relationship of this painting with The Virgin and Child in the Accademia in Venice, whose X-radiograph shows that it is painted over a saint who is usually identified as Mary Magdalen but whom, given her close similarity to the present work, can be identified as Saint Catherine of Alexandria. This fact allows us to date the invention of the composition if not the Prado painting itself to the start of the 1560s, alongside the Accademia Virgin and Child. Given the way that Titian replicated his compositions, the comparable size of the two works does not seem to be coincidental.

Jacopo de Voragine popularised the legend of Saint Catherine, princess of Alexandria who refused to marry Maximian in order to dedicate herself to God. Having publicly refuted various learned elders, she was martyred in 308 AD. Her remains were born by angels to Mount Sinai, according to Roman texts on the lives of the martyrs. The wheel with its spikes and the sword refers to her martyrdom while her status as a princess, no doubt appropriate as a subject for a royal foundation such as the Escorial, explains the crown and to some extent her silk clothing, although these are also in line with the decorative tendencies evident in late works from Titian´s studio. Similarly luxurious clothing, for example, is to be found on the figure of Pontius Pilate in the Saint Louis Ecce Homo.

The Libro de entregas of the Escorial of 1593 records the painting´s arrival as Saint Catherine, with the sword, by the hand of Titian, an attribution upheld by Siguenza who described it in the Sacristy of the monastery, as well as by Cassiano dal Pozzo in 1626. The Museo del Prado has a Saint Margaret and identical (including in size) to the painting now in the Galleria degli Uffizi, with which the present work shares similar handling, gestures and a certain resemblance of the model. While there is no record of these paintings being sent, their scant quality suggests that they arrived in Spain after Titian´s death, possibly sent by his followers (it has been suggested that Palma Giovane painted both the Saint Catherine and the Saint Margaret) with the intention of maintaining the privileged relationship that Titian enjoyed with the Spanish monarch. The painting remained in the Escorial until it entered the Museo del Prado in 1839 (Text drawn from Falomir, M.: Tiziano, Museo Nacional del Prado, 2003, p. 406).