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In my search, I found examples of kings/queens having their wives and brothers executed, but I cannot seem to locate any example for sisters, mothers, and fathers.

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    Queen Elizabeth had Mary executed. – Clint Eastwood Jun 30 '17 at 19:53
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    @ClintEastwood Queen Elizabeth and Mary (Queen of Scots) were not sisters. Elizabeth was daughter of Henry VIII of England, while Mary was the daughter of James V of Scotland. You're confusing her with Mary I of England who was the half-sister of Elizabeth but that Mary was not executed. – KillingTime Jun 30 '17 at 20:14
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    @Knut The question is tagged with Middle-ages and Europe so neither of those would count (and neither would Laodice of Pontus) – KillingTime Jun 30 '17 at 20:38
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    The thing with killing mother and father is that, the King often being the King by being son of the King, killing his fathers (at least publicly) kind of breaks any legitimate claim. That said, can we count sons who imprisoned their fathers (usually monasteries were used for that). – SJuan76 Jun 30 '17 at 21:34
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    Since usually a king does not resign the throne, seldom times a king would have his father alive to be killed. Pepin the Hunchback tried to kill his father, Charlemagne, to claim the throne, but he failed. – Santiago Jun 30 '17 at 22:06
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This example is "European" although not "Middle Ages." Nero executed (or murdered) his mother. He was widely regarded as "mad," and was considered in history as a negative example.

One probable reason this didn't happen more often was that kings needed mothers to be legitimate, while women were (mostly) barred from inheriting the throne.

Peter the Great of Russia, a man regarded by many as despotic (but clearly sane) exiled his sister to a convent but did not execute her. In fact, "convents" were a convenient alternative to "execution" where women were concerned, which is probably one reason why women were seldom executed.

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