During Holy Week, the delicate effigies that are kept in the various basilicas and churches throughout the rest of the year are adorned with numerous candles, flowers and elaborate embroidered cloaks. They are then brought out and carried in processions through landmark areas of the city such as Paseo del Prado, Calle de Alcalá and Plaza Mayor. Dozens of Nazarenes accompany the effigies, borne by the various brotherhoods, throughout.

There are many processions held on Palm Sunday and Holy Wednesday, the most important being the Cristo de la Fe y el Perdón and Nuestro Padre Jesús de la Salud processions. The former starts out from the Basílica Pontificia de San Miguel. The latter, organised by the Nuestro Padre de la Salud y María Santísima de las Angustias brotherhood, also known as the Gitanos or Gypsies, parades through the streets surrounding Puerta del Sol (it starts and finishes at Calle de la Salud and passes through Puerta del Sol, Plaza de los Jacinto Benavente, Santa Cruz church and Calle Mayor) .

The processions with the highest following, however, are those held during the three days prior to Easter Sunday, since they commemorate the death of Christ. Particularly popular are the Nuestro Padre Jesús del Gran Poder y María Santísima de la Esperanza and the Jesús Nazareno and the Virgen de la Soledad processions, both held on Maundy Thursday. In addition, Good Friday sees yet another three parades: Jesús Nazareno de Medinaceli, María Santísima de los Siete Dolores and Santo Entierro. Finally, the Virgen Dolorosa and la Procesión de la Soledad are held on Holy Saturday.

A special mention must go to Hermandad del Silencio procession which takes place in the Literary Quarter on Good Friday evening. The members of the brotherhood carry the effigy of Santísimo Cristo de la Fe through places steeped in history like the Matute and Santa Ana squares, and Echegaray, Cervantes and Lope de Vega street.

Easter Week celebrations in Madrid are usually accompanied by sacred music. Churches such as the Basilica of Nuestra Señora de Atocha, the Parish Church of Santa Cruz and the Pontifical Basilica of San Miguel will be hosting Sacred music to accompany Easter Week, a series of concerts with free entry until capacity is reached.

At the same time, there is another series of concerts as part of the San Ginés Organ Music season, featuring concerts by young organists and great maestros.

To conclude Easter Week and celebrate Easter Sunday, a Tamborrada Maña will be coming to the Plaza Mayor, setting off on a route in which religious guilds accompanied by drums will be providing the soundtrack to the commemoration of the Resurrection of Jesus Christ three days after his death.

Like other religious celebrations, Holy Week in Madrid is in part about gastronomy and the preparation of typical dishes Procession de Semana Santa, which have both a profound link to the fulfilment of religious duties and a deep connection with tradition.

Amongst the period's most popular dishes are torrijas - a sweet made from bread that is dipped in milk and cinnamon, and then fried and sprinkled with sugar. Crunchy, battered little pieces of cod named Soldaditos de Pavía, Madrid-style chickpea stew known as potaje de garbanzos a la madrileña, and cod croquettes or croquetas de bacalao are also highly popular during this time of year.