In 1203, Dominic joined Prior Diego de Acebo on an embassy to Denmark for the monarchy of Spain, to arrange the marriage between the son of King Alfonso VIII of Castile and a niece of King Valdemar II of Denmark. At that time the south of France was the stronghold of the Cathar or Albigensian heresy, named after the Duke of Albi, a Cathar sympathiser and opponent to the subsequent Albigensian Crusade (1209–1229). Dominic was fired by a reforming zeal after they encountered Albigensian Christians at Toulouse.

With whom did Dominic travel with to Denmark?