Take the kids to the Palacio Real – an enormous, sumptuously decorated palace boasting more rooms, more books and more treasures than any other European palace (don’t even attempt to see everything). This is mad Baroque at its showiest best.
Take the thrilling 15-minute trip on the Teleférico cable-car from Paseo del Pintor Rosales to the Casa de Campo, where you will find the Parque de Atracciones, Madrid's themepark.
Go for a browse at the gargantuan weekend fleamarket, El Rastro.
Visit the Prado, with one of the most important art collections in the world, with works by Bosch, Velázquez, Goya, Titian and El Greco (interest younger kids by asking them to spot animals and the like). It has a good restaurant and café to keep you going.
Explore the Museo Nacional de Ciencias Naturales or Natural Sciences Museum, with five levels of exhibits including a whale skeleton, a dinosaur replica and fossils.
Take young footie fans on a tour of Real Madrid's famous Santiago Bernabéu stadium, to see the President's Box, dressing room, players' tunnel, benches and coaching area, pitch, and Trophy Room – and the official Real Madrid shop.
With tots, head for Grey Elephant, a funky bilingual creative space with workshops, crafts, music, dancing and adult Pilates sessions.