The former king of Spain wants Court of Appeal judges to step in after he was sued by an ex-lover in Britain.
Corinna zu Sayn-Wittgenstein-Sayn, a Danish businesswoman, has taken legal action against Juan Carlos I and is seeking damages for personal injury.
She alleges he caused her "great mental pain" by spying on and harassing her.
Juan Carlos, 84, who ruled from 1975 until his abdication in June 2014 and the succession of his son King Felipe VI, denies any wrongdoing.
Lawyers representing Juan Carlos argued he is "entitled to immunity from the jurisdiction of the English courts in his capacity as a senior member of the Spanish royal family".
But after a recent hearing in London, High Court judge Mr Justice Nicklin ruled against the former king, saying the claim can go ahead.
In a follow-up hearing on Tuesday, Juan Carlos's lawyers told the judge they want to go to the Court of Appeal.
They will ask appeal judges to consider the case in the near future, they indicated.
Immunity argument rejected
Mr Justice Nicklin rejected the argument that, despite his abdication, Juan Carlos remains a "sovereign" and is entitled to personal immunity under the State Immunity Act 1978.
"There is only one king of Spain and head of state of Spain and, since 19 June 2014, that has been his son, King Felipe VI," he said.
"Whatever his special constitutional position following abdication, [Juan Carlos] is neither the sovereign nor the head of state of Spain."
The judge also said Juan Carlos is not a member of the current king's household within the meaning of the Act. He said his position under the Spanish constitution is "entirely honorary" and provides him "no continuing role".
"His Majesty's abdication created an unprecedented position in Spain, the legal effects of which for the purposes of immunity in this jurisdiction require consideration by the Court of Appeal," barrister Sir Daniel Bethlehem QC, who led Juan Carlos's legal team, told Mr Justice Nicklin in a written argument.
"Moreover, the requirements of comity between the United Kingdom and Spain, including the Sovereigns of both States, means that His Majesty's claim to immunity warrants consideration by an appellate court."
Permission to mount an appeal
Juan Carlos must establish that he has an arguable case and get permission to mount an appeal.
Mr Justice Nicklin refused to grant permission.
Sir Daniel said lawyers would now ask a Court of Appeal judge to grant permission.
A spokeswoman for law firm Clifford Chance, which represents Juan Carlos, said after the hearing that the ex-monarch was "very disappointed" with Mr Justice Nicklin's decision not to grant permission to appeal.
She said he believed that he had "strong and compelling grounds for appeal" and added: "Accordingly, he will be taking immediate steps to seek permission from the Court of Appeal."
Lawyer Robin Rathmell, who represents Ms zu Sayn-Wittgenstein-Sayn and is based at law firm Kobre & Kim, said after the hearing: "Although Juan Carlos has indicated he will seek permission to appeal from the Court of Appeal, my client is confident in the decision reached by Mr Justice Nicklin and she will address any such application in due course."