The desk will provide information on issues such as changes to university fees, residence permit rules, access to healthcare and taxation once Britain leaves the European Union, the foreign ministry said in a statement.
The office opened as the British government set in motion the process to quit the EU over the next two years, following a referendum in June 2016 in which a slim majority of Britons voted to leave the bloc.
The Spanish government has said its priority is to quickly achieve a deal that protects the rights of Spaniards who live in Britain as well as those of Britons who live in Spain.
"We want to maintain in the most broad and generous way possible the rights that they actually enjoy," Spanish Foreign Minister Alfonso Dastis told a parliamentary commission on Wednesday when asked about Brexit.
There are some 130,000 Spaniards registered as living in Britain. Thousands more are thought to live legally in the country without having registered as permanent residents.
Spain is the number one destination for British nationals living outside Britain. The country is home to just over 300,000 Britons, around a third of them aged over 65. The figure rises to around one million if Britons who live only part of the year in Spain are included.
"One of our top priorities for the negotiations is our citizens, and there will be no immediate changes to expat rights here in Spain in the interim," Britain's ambassador to Spain, Simon Manley, said in a statement.