There are tons of things to do near the Reina Sofía Museum, as Madrid's star of contemporary art is located in a privileged position. The historic former hospital building can be found across the street from Atocha railway station and surrounded by a number of Madrid's downtown attractions. The biggest problem is finding time for it all.
Our top choice is Retiro Park (Parque del Retiro), Madrid's most beloved green space - on the weekends Madrileños flock there for a dose of outdoor recreation. The former royal park has lawns, gardens, and trees as well as a boating lake, exhibition spaces, children's playgrounds, and plenty of space in which to simply relax.
Our second choice for things to do near the Reina Sofía Museum is the Prado Museum - the Reina Sofía's older, more accomplished sister. The art collection is considered one of the best in the world as well the best place to see classic Spanish art bar none. Consider strategizing with a map before you start wandering around or you may become overwhelmed.
Then if the Reina Sofía wasn't experimental enough for you, La Casa Encendida is a must. The arts and social center exhibits contemporary artwork as well as puts on some cool concerts and events.
Our fourth choice is a favorite among adults as well as kids, Madrid's Railway Museum (Museo del Ferrocarril). It's located in a Victorian railway station and houses a number of elegant historic trains and associated objects. But don't miss the snack bar on board one of the old dark wood-paneled trains.
Plaza de la Independencia, s/n
Calle de Alfonso XII
Calle Ruiz de Alarcón, 23
Paseo del Prado
Paseo de las Delicias 61
Paseo del Prado, 8
Palacio de Villahermosa
Emperador Carlos V 3