This Garden is a small, partially hidden jewel located in the heart of Madrid. It was commissioned by the Marquises of La Romana to Javier de Winthuysen, an 18th century painter and garden designer.

The garden belongs to the adjoining palace, from which the name was taken. Even though it was restored at the beginning of the 20th century, it still maintains the original structure that defines the entire area. It is about 8,610 square feet in total and has a Neo-Classical style, structured by a knotted parterre bordered with low boxwood hedges. The low bowl fountain made of unpolished white marble that stood in the centre has been replaced by another higher fountain made of lustrous stone.

The garden has kept its original layout and the same brick path flooring. Its sloping structure is impressive, as it is elevated on an artificial bank, leveling the uneven Segovia Street. It is largely unknown because it is enclosed by high walls and situated in the lower area of Plaza de la Paja, from where it opens as a spot looking out onto Segovia Street. It is a surprisingly peaceful site within the tight and dense urban setting of downtown Madrid. Inside the gardens, there are many benches to sit on while enjoying this beautiful place.

The Palace next to the garden is a typical aristocratic residence, which belonged to the heirs of Álvaro de Benavides. It was built in the 17th Century with the characteristic moderation of Castilian buildings. In the 17th Century, it was the residence of members of royalty, such as the Prince of Anglona. Nowadays, it houses a well-known Madrid-style restaurant offering creative cuisine, Palacio de Anglona.