"Today we pay homage to the millions of innocent people who suffered and were despicably murdered," said Rajoy, who underlined the importance of the continued effort to defend and support human rights.
The Spanish Prime Minister also spoke of the need to "continue working to avoid harassment or violence against people or communities based on ethnic origin or religious beliefs, wherever they are based."
Tuesday January 27th marks the International Day of Commemoration in memory of the victims of the Holocaust and the 70th anniversary of the liberation of the infamous Nazi concentration camp.
On Tuesday, around 300 Auschwitz survivors gathered at the site of the former death camp to mark the 70th anniversary of its liberation.
Over one million people were killed at the camp, in southern Poland, between 1940 and 1945, 90 percent of them Jews. The camp was liberated by Soviet forces on January 27th, 1945.
Rajoy, in a statement released on Tuesday, said: "This commemoration should serve to keep alive, today and in the future, the memory of victims of the Holocaust, one of the darkest chapters in the history of humanity."
Spain was neutral during the Second World War, after suffering nearly three years of turmoil during the Spanish Civil War.
Nonetheless, thousands of Spaniards, many of them Republican soldiers and activists who had fled to France after fascist dictator Francisco Franco took power, were imprisoned by the Nazis, many in Mauthausen-Gusen concentration camp in Austria.
It is estimated that around 5,000 Spaniards died in Nazi death camps during the Second World War.
Perhaps surprisingly, considering Spain was, at that time, ruled by a dictator who was sympathetic to Adolf Hitler, Spanish diplomats helped countless Jews evade the concentration camps during the Second World War.
Those diplomats are reported to have offered documents with no questions asked to Jews claiming Spanish ancestry, allowing Jews to cross over the Spanish border and transit through Spain to other destinations.
During the Second World War Spain also gave citizenship to Sephardic Jews from Greece, Hungary, Bulgaria and Romania, even including Ashkenazi Jews by teaching them minimal Spanish so they could pass as Sephardic.
It is estimated that around 25,000 to 30,000 Jews were allowed to transit through Spain to Portugal and beyond during the war.
While some people in Spain’s ruling class were helpful towards Jews, others were anything but. Franco’s chief of security, José María Finat y Escrivá de Romaní issued an order in 1941 for all provincial governors to draw up lists of Jews, both local and foreign, present in their districts.
Romaní was subsequently made Spain’s ambassador to Germany, which allowed him to hand the list over to the Nazis personally. Despite attempts to destroy all evidence of collaboration with the Nazis, the document survived and surfaced in 2010, prompting a reevaluation of just how closely Spain collaborated with Germany during the Second World War.