La Ciudad Deportiva del Rayo Vallecano first opened in 2010 in the area of El Ensanche de Vallecas.

The Foundation has 5 football pitches. Pitch number 5 is where the first team trains and the reserve team plays its matches. It has just one stand, and standing room by the Bar Rayo Vallecano. Pitch 4 has artificial turf, and this is where the women's team train and play their matches. It also has one stand and standing room. Pitches 1, 2 and 3 are for training sessions and official matches played by the other men's and women's teams and the Foundation.

This centre also has a training pitch for goalkeepers, a gym for all club members, and a bar where you can watch a training session or game while you grab a bite to eat.