In the Madrid mansion of Villamejor different government ministries have coexisted. An air shelter that fortunately has not been needed, as Manuel Azaña believed its construction was necessary at the time.

Located on Paseo de la Castellana, its history is the History of Spain. The first brick was laid at the end of the 19th century. Princess Doña María de las Mercedes, mother of King Juan Carlos, was born in the palace. She spent the first years of her childhood there until the family moved to Seville.