- Great-niece of Spanish sculptor Victorio Macho (1887-1966).
- Daughter of Ramón Macho, a patternmaker of footwear whose family hailed from Palencia.
- Her grandmother Benedicta was from Magán, Province of Toledo.
- She thought María Fernanda, la Jerezana (1947) and Currito de la Cruz (1949) were her most important movies.
- She was first known as Natividad Macho (her birth name). Shortly after her debut, she decided to choose a different name. Rafael de León, the famous Spanish lyricist, suggested the names Nati Madrid, Nati Sevilla, or Nati Córdoba, but Nati's mother chose "Mistral" (an Occitan word that means "masterly").
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