In 1998, Cohen-Ahnine met Prince Sattam bin Khalid bin Nasser Al Saud, a grandson of Prince Nasser, in London at a nightclub while vacationing in London when she was 18 years old. In November 2001, their daughter, Aya, was born.
The relationship between Cohen-Ahnine and the Prince continued, despite their differences in religion and nationality until he announced in 2006 that he was obligated to marry a cousin, but that Cohen-Ahnine could remain as a second wife. Cohen-Ahnine, however, refused to become a second wife, and the two parted ways.
In September 2008, Prince Sattam allegedly kidnapped Aya when she and her mother visited Saudi Arabia. Cohen-Ahnine said that she had been accused by the Saudi authorities of being a Muslim who converted to Judaism, a capital crime in Saudi Arabia, and was held in the prince's palace. However, she reportedly escaped when a maid left her door open and fled to the French embassy, and subsequently returned to France. Since then, Aya has been living in a palace in Riyadh, while France's Foreign Ministry (as well as former French President Nicolas Sarkozy) attempted to bring the child back to France. Aya spoke occasionally with her mother by telephone.
Following the court ruling, Cohen-Ahnine prepared to leave for Riyadh in September 2012 to visit Aya.
On 14 June 2013 it was announced that the second husband of Candice Cohen-Ahnine Alain Cucumel was "mis en examen"(in the French Criminal procedure the point at which a person formally becomes a suspect at law) for "aggravated assault and battery causing unintentional death".
