Eduardo, who lived with his second wife Carmen Moreno and their three-year-old daughter Salma, had Penelope from his first marriage to Encarna Sanchez.
His other two children with Encarna are Monica and Eduardo Jr.
He married Carmen married in April 2014 after a 12-year relationship and managed a hairdressers and beauty salon together near their home in La Manga, Spain.
Penelope had a good relationship with her father, and he occasionally supported her at her film premieres in Madrid.
Last summer the father-of-four was also pictured visiting the actress on the set of her movie "Ma Ma".