Concerned local residents called the police on Thursday morning after spotting a woman dressed "as Rambo" brandishing a rifle on Madrid's Plaza de España.
A video taken by a local resident shows the woman dressed in camouflage and sporting a red tie around her head, much like the popular character brought to the big screen by Sylvester Stallone.
Una loca de Rambo en Plaza España. No están las cosas para tonterías. pic.twitter.com/xDdWZ5RJlE— Yuniel Jacomino (@yjacomino) March 31, 2016
She was also holding a rifle which sent panic through locals. "A mad woman dressed as Rambo on Plaza España. This is not something to joke about," wrote Yuniel Jacomino, who uploaded a video of the woman to Twitter.
A woman alerted the local police that there was someone crawling along the floor with a rifle, but after investigating, police assured her that the woman in question was a member of Spain's Civil Guard and was taking part in a training exercise - the rifle was actually a toy gun, according to Spanish newspaper Vozpópuli.
The woman was accompanied, bizarrely, by two colleagues dressed as ballet dancers. When first questioned by the local police they insisted they were part of a theatre troupe, but eventually admitted that they, too, were members of the Guardia Civil - the oldest law enforcement agency in Spain.
Many people criticised the exercise on social media, pointing out that it was a "stupid idea" given that Spain is currently on Alert Level 4 after the terror attacks in Paris and Brussels.
"There's an anti-terrorist alert in Spain and the Civil Guard are playing at being imbeciles," wrote one Twitter user, Samuel Guevara.