A few summers ago I spent a month in Madrid. As Madrid is a big city, you'd expect that platos sin gluten (gluten-free dishes) would be a norm. However, I discovered that a bit of research beforehand is definitely necessary!
VIP's, Gran Vía, 65
VIP's was a life-saver for me and where I went to religiously for my lunch/breakfast. It is a large chain restaurant in Spain so there were a few scattered around the city. The one I went to was on Gran Vía, a very central location. It's the perfect place to stop off for an easy meal. They provide a wide range of gluten-free dishes including pancakes for breakfast, sandwiches for lunch and burgers for dinner. All with free re-fills on a soft drink!
Rodilla, Plaza Puerto del Sol, 13.
The second place I found is called Rodilla, another handy spot that had gluten-free sandwiches for just 4 euro! It was located in a main square of the city, Plaza Puerto del Sol, 13.
If you're looking to go out for a casual dinner, most chain restaurants can provide a gluten-free menu, such as TGIFridays. Here I got my first ever bacon and cheese burger, and put on about a stone in weight.
Maestro Churro, Plaza de Jacinto Benavente
This spot, just outside of Sol, provide very rare gluten-free churros, which I've yet to find anywhere else in Spain! (They also do gluten-free burgers if you're looking for a more savoury meal)
Wine & Dine
Da Nicola, Plaza Mostenses, 11.
This gorgeous little spot is easy to miss and just off the famous street of Gran Vía. I went for the gluten free pizza of course, but you can also order gluten free pasta and many other dishes. Not to mention it comes with a plate of delicious gluten free bread.
If you're looking to save money and do a bit of shopping Bon si, Bon and Express are the two main food shops that I found which offer a wide range of gluten-free products. However, I went to Madrid in 2015, and I've found that the gluten-free diet seems to have expanded in Spain since. Therefore, I assume there is probably a larger selection of food shops which provide for Coeliacs today.