If you are a UK expat residing permanently in Spain - you should, by law, declare for income tax in Spain. Because there is a double taxation treaty between Spain and the UK you don’t have to pay twice.
To stop paying tax in the UK you have to complete an FD9 form available from here:
This from HMRC site (UK tax office):
“Use form Spain/Individual (ie the FD 9) to apply for relief at source from UK Income Tax and to claim repayment of UK Income Tax under the terms of the UK/Spain Double Taxation convention. This form applies to residents of Spain receiving pensions, purchased annuities, interest or royalties arising in the UK. The form is in English with a copy in Spanish. You need to complete both copies.”
This only need to be filled out once - unless you later receive another UK source of income (ie another pension becomes due) when this has been successfully processed in the UK you will receive pensions free of tax ie paid gross (except Civil Service pensions which are always taxed in the UK)
Then to become a Spanish tax resident you need to complete a Declaracion de Renta - ie a Spanish tax return. This is done from around May to end June. Many banks are able to help with this or go to a good professional adviser. Because you will have received your pension etc gross throughout the previous year - if you have any tax to pay (you will have allowances here based on age etc) you will have to pay either in 1 or 2 instalments.
Do not be put off doing this - there are benefits in being fiscally resident in Spain (as against just normal residency - card or the green form) people will tell you - “Don’t bother, under 22,000 euros income you don’t have to make a Spanish Tax return” This is true for the Spanish low earners (like the UK where low earners do not normally do a UK tax return) but for Expat pensioners it is not true, make a return and you will qualify as a fiscal resident.
Do your own research or read David Searls - You and The Law in Spain book - it tells you everything and it is correct!