Train: From Atocha or Chamartín, line C8. One can also get on at intermediate stations like Nuevos Ministerios. Trains leave at least hourly and the trip takes about an hour. Get off in El Escorial and take the shuttle bus up to San Lorenzo de El Escorial.

Bus: From Moncloa Intercambiador, busses numbers 661 and 664 leave from dock number 3. Bus number 664 is faster but less frequent. The trip takes about 45 minutes and leaves you in San Lorenzo de El Escorial.

Auto: Exit Madrid on the A6 direction La Coruña. Take the Guadarrama exit or El Escorial exit (it's about 50km) and follow the signs to the town.