Located right next to the Royal Palace, the Almudena Cathedral is another must-visit attraction on a rainy afternoon in Madrid. This stunning cathedral combines various architectural styles, including neoclassical, Gothic, and Romanesque, creating a unique and captivating design. Step inside to admire the beautiful stained glass windows, intricate sculptures, and ornate decorations. Take a moment to reflect and soak in the peaceful ambiance of the cathedral. Despite the rain, the Almudena Cathedral offers a spiritual and serene experience that will leave you in awe of its beauty.