The Banco de España's most important heritage is unquestionably its buildings, often amongst the most outstanding architectural spaces in their respective host cities. For over two centuries, the bank has been firmly committed to creating its own architectural heritage, epitomising both its strength and its commitment to the art of its time.

Two clear examples are the bank's offices in Madrid. The head offices on Paseo del Prado, opened in 1891, occupy a building that audaciously and elegantly combines the two chief functions of the establishment —industrial and representative— and it has often been described as one of the jewels of Spanish nineteenth-century architecture. Designed by Eduardo Adaro and Severiano Sainz de la Lastra, it has undergone several extensions, most recently by the Navarrese architect José Rafael Moneo.

In 1992 the bank opened its second Madrid office, designed by the firm Corrales y Molezún. The building is overwhelmingly governed by principles of hierarchy, symmetry and proportion and it forms an austere block, with a strikingly horizontal composition.