Another great option for a rainy afternoon in Downtown Madrid is to explore the Royal Palace. This magnificent palace, which is the official residence of the Spanish royal family, is a must-visit attraction in the city. Take a guided tour of the palace and discover its opulent rooms, grand halls, and beautiful gardens. Learn about the history and architecture of this iconic landmark while staying dry indoors. The Royal Palace offers a glimpse into the royal heritage of Spain and is a perfect way to spend a rainy afternoon in Madrid.