Conde Duque is the quiet quarter of the centre-north, and its anchor is one of the largest buildings in Madrid: a Bourbon-era barracks the size of a small town, now full of libraries and galleries instead of soldiers. The walk is about that building and the calm streets around it — three kilometres, and it works in rain because the cultural centre absorbs an hour on its own.
Start on Calle del Conde Duque and let it carry you down to the Cuartel del Conde Duque itself, an early-18th-century barracks with a theatrical Churriguera doorway and courtyards open to walk through. Behind it, Plaza de las Comendadoras is the reward — a convent square with terraces under the trees, about as unhurried as central Madrid gets. Sit there before drifting back along the street's bookshops and design studios.
Climb briefly to the leafy Plaza del Conde del Valle de Suchil, then drop south to Plaza de España, reopened in 2021 with Cervantes and his bronze Quixote watching the traffic. The Metro is at your feet.