As French forces invaded Spain during the Peninsular War (1808–1814), the new Spanish court received him as had its predecessors.

When Josefa died in 1812, Goya was painting The Charge of the Mamelukes and The Third of May 1808, and preparing the series of prints known as The Disasters of War (Los desastres de la guerra).

King Ferdinand VII came back to Spain but relations with Goya were not cordial. In 1814, Goya was living with his housekeeper Doña Leocadia and her illegitimate daughter, Rosario Weiss; the young woman studied painting with Goya, who may have been her father.[5] (His wife had died in 1812). He continued to work incessantly on portraits, pictures of Santa Justa and Santa Rufina, lithographs, pictures of tauromachy, and more. With the idea of isolating himself, he bought a house near Manzanares, which was known as the Quinta del Sordo (roughly, "House of the Deaf Man", titled after its previous owner and not Goya himself). There he made the Black Paintings.

Goya left Spain in May 1824 for Bordeaux, where he settled, and Paris. He returned to Spain in 1826, but, despite a warm welcome, he returned in ill health to Bordeaux, where he died in 1828 at the age of 82.