The city's new left wing mayor Manuela Carmena offered an historic symbol of solidarity with the gay community by making the decision to fly the rainbow flag from City Hall for the first time, an act which made this year's Pride stand out as a landmark event in Madrid's history.
Carmena highlighted Spain's pioneering legal amendment which legalised gay marriage in 2005, saying "I am very proud to be the mayor of a capital that took such an important step".
Over a million people were present at the culminating parade on Saturday, which started at Atocha station and marched north down the Paseo del Prado all the way to the Plaza de Colón.
Relive the experience with these photos, which truly capture the spirit of Madrid Pride 2015.
By Rory Jones