Your Camino begins wherever you are in Madrid, but the traditional starting point is the Iglesia de Santiago y San Juan Bautista on Calle Santiago 23, near the Royal Palace. Head there first — the sacristy will issue you a credencial and your first sello. You'll need your passport.
Madrid hardly needs an introduction, but it does need a plan. Give yourself at least a night here before setting off. The city is enormous, and you'll want to be rested before tackling the long walk north. Stock up on any gear you're missing — there are outdoor shops throughout the centre, and a Decathlon is never far away.
The walk out of the city is surprisingly pleasant. From Plaza de Castilla, the first yellow arrows appear — look for them on lamp posts as you head north toward the Cuatro Torres financial district. Within a few kilometres you'll pass under the M-40 ring road and — just like that — you're in the countryside. It's one of the most abrupt city-to-country transitions on any Camino in Spain.
The RENFE cercanías trains run as far north as Cercedilla, so if you'd rather skip the urban kilometres entirely, you can hop on at Chamartín and pick up the Camino further along. Plenty of pilgrims do. There's no shame in it, and nobody is keeping score.
Summer heat in Madrid can be extreme — temperatures regularly exceed 40°C in July and August. If you're starting in summer, leave at first light. The early urban kilometres offer almost no shade.
Madrid's fiesta calendar is enormous. For pilgrims, the most relevant celebration is the Feast of Santiago on July 25th, when the Iglesia de Santiago holds a special mass. The Fiestas de San Isidro in mid-May are also worth catching if your timing lines up.
Madrid's connection to the Camino predates its status as capital. The old livestock paths — cañadas reales — that thread north from the city toward the Sierra de Guadarrama have been walked by transhumant shepherds, Galician labourers heading south for the harvest, and pilgrims heading north for Santiago, for centuries. The Camino de Madrid follows these ancient droving routes for much of its early kilometres.
From Plaza de Castilla, follow the yellow arrows north past the Cuatro Torres. You'll pass through the hospital zone and into residential areas before ducking under the M-40. Once past the ring road, the landscape opens up quickly. You'll follow a cañada alongside railway tracks and a bike path, with gentle terrain through cereal fields and holm oak groves. The waymarking is excellent from the start.