Elena, childhood friend and sweetheart to Diego Vega, belongs to the affluent Prideaux family alongside her parents Carlos and Catarina. She maintains a close bond with Diego after his return from studies in Spain, yet openly expresses frustration with his perceived cowardice and foolish behavior, believing his time abroad changed him for the worse. She relentlessly scolds him for avoiding danger and acting immaturely. Despite criticizing Diego, Elena shares his commitment to justice and actively fights evil, protecting the oppressed within her community.

Unaware that Zorro is Diego in disguise, Elena supports the masked hero's activities from the shadows. She develops romantic feelings for Zorro, a stark contrast to her disapproval of Diego's public persona. This creates a complex dynamic where she emotionally distances herself from Diego while idealizing the vigilante. Her assistance includes aiding Bernard in caring for an orphaned baby involved in resistance against military oppression. Elena also participates directly in community protection, such as joining Diego, Bernard, and soldiers to guard wine carts targeted by bandits.