Club de Campo was officially unveiled in 1931 and opened its first 9-hole golf course in 1932. In 1942, the club merged with the Real Sociedad Hípica Española, to form the Real Sociedad Hípica Española Club de Campo, which began construction on its social facilities whilst drawing up a plan to promote horse riding, tennis, golf, hockey, and swimming. The modern country club dates back to 1984, when the facilities were expanded and modernised.

Spread out over 250 hectares, the club boasts a wide variety of top-quality sports facilities, including: tennis, horse riding, polo, hockey, squash, padel (sport similar to platform tennis), swimming pools (one of them Olympic size) and clay pigeon and trap shooting. Golf is an important part of the Club de Campo Villa de Madrid. Back in 1932 it already had a 9-hole course, although it bore no similarity to the one found there now. After the Spanish Civil War, Javier Arana designed a new course over the trenches reminiscent of the battle which was inaugurated in 1956 by Ángel Miguel with a Dunlop 65 Nº3 ball.

The Club de Campo Villa de Madrid boasts a range of courses: black (18 holes), yellow (18 holes), par 3 (9 holes), two practice fields, three putting greens, golf shop, a room for golf clubs and golf buggies. It also hosts numerous national and international tournaments.