When I think of Parque El Capricho or The Park of Whims, I firstly have to overcome my feelings of laziness about actually getting to it. It is a on Metro Line 5 (Metro stop: El Capricho) and is a little bit out of the way.
Once you get over your initial sloth and make your way to the actual park your senses are in for a huge treat. Whatever time of year you go, you will be met by a huge palate of colours. I love to go in autumn when the leaves are turning. The deep blue of the Madrid sky contrasts so well with the greens, golds, reds and browns of the changing foliage.
There are monuments and little "follies" throughout the park and discreet little paths lead you to them. It really does feel a little bit like being in Alice in Wonderland. There is an old wooden house which has a little garden full of pumpkins and the main house is incredibly pretty.
This is a romantic place to share with a loved one on a Sunday evening or somewhere to go to alone with some really good music in your headphones to accompany you as you glide through nature.
The only downside is getting from the metro station to the park entrance. Unless you have checked it out first on-line it can be confusing. Quite honestly, most people who get off the Metro at "El Capricho" metro stop are going to the park... so just follow the crowds.
This review is the subjective opinion of a TripAdvisor member and not of TripAdvisor LLC.