During the summer there are no meetings but check-out their webpage in september :
http://playgroupmadrid.tripod.com/
Next to the Retiro, they organize activities during the week and a huge playgroup the 1st saturday of each month.

Different style, the anglican church at N??ez de Balboa (Barrio de Salamanca) also organize playgroup :

St. George’s Church, Madrid (Anglican/Episcopalian)
Nu?ez de Balboa 43
Madrid
tel: 91.576.5109
email: .(JavaScript must be enabled to view this email address)

Is that an English speaking church you’ve listed? Or do they offer English services at least?

Thanks for the info Karine

I was just mentionning this church because a friend of mine goes there with her daughter at the playgroup but don’t know more about it.
but i’m quite sure it’s an english speaking church with only english services.

for French services : http://www.paroisse-francaise-madrid.org/