La Granja sits at the foot of the Sierra de Guadarrama, and the national park that covers this granite mountain range is one of the best reasons to linger in the area rather than just passing through on a day trip from Madrid. The range rises to just over 2,000 metres and offers excellent hiking in summer and skiing in winter at the nearby Navacerrada and Valdesquí resorts.
The walk up from La Granja toward the Puerto de los Cotos pass takes you through pine forest and open scrub to spectacular views across the Castilian meseta. In summer, the wildflowers are abundant; in winter, snow transforms the landscape entirely. The mountains also act as a climatic divide — south of the pass the air is hot and dry, north of it (where La Granja sits) it stays cooler and greener through the summer. This is why the Bourbon kings chose this spot for their retreat.