El peregrino en su patria was published in early 1604 in Seville, the city where Lope's mistress at that time, the actress Micaela Luján, was living with five of their eventual seven illegitimate children born before their breakup in 1608. The name of the novel's protagonist, Pánfilo de Luján, pays homage to her. A sonnet to the pilgrim in the preliminaries is attributed to her (although it was probably ghost-written for her by Lope, given that she was illiterate) through her pseudonym, Camila Lucinda, the dedicatee of an extended, classically inspired eclogue in the text, ‘Serrana hermosa’ [Beautiful mountain girl], a paean to their passion. At around the same time that Lope's novel appeared, Micaela presented a petition demanding the stewardship of the estate of her late husband Diego Díaz, who had died in Peru the previous year having left for the New World, abandoning his wife, in 1596. Lope acted as her guarantor in relation to the estate, worth possibly as much as 700 ducats. The first witness to her claim was, intriguingly, Mateo Alemán, the author of the picaresque novel Guzmán de Alfarache (1599, 1604) and a resident of the same parish as the two lovers. El peregrino was republished a further seven times between this Seville edition of Clemente Hidalgo and the last Madrid edition of 1618, an indication of its popularity, at least contemporaneously.

Although prose is probably the least critically regarded genre of Lope's output today, in terms of the dissemination of his work in the early seventeenth century this novel was the first extended piece by him to be translated into both English and French. Vital D’Audigier's French translation Les diverses fortunes de Panfile et Nise appeared in 1614, while the English translation The pilgrime of Casteele, likely to have been the work of William Dutton, a lawyer matriculated at Exeter College, Oxford in 1611 or 1612, came out in 1621. The English version retained fragments of the original Spanish; for example, the tags in Everardo's prison cell are left untranslated: ‘the word was from Ouid, and saith thus: O quanta pena es viuir, vida enojosa y forcada / Y quando la muerte agrada; ser impossible, morir’ [oh how painful it is to live an irksome and unchosen life / and when death is pleasing, for it to be impossible to die].