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Julián de Tolosa

Most of the bars and restaurants along Cava Baja are casual affairs, but this superb Basque asador feels appropriate for a special occasion. The entree list is short and pretty much everything you’ll order will arrive with char-grilled black stripes. Meat eaters have the choice of thick, aged steaks; fish lovers can order hake (merluza) or monkfish (rape). Starters and sides are straightforward too. Almost everyone goes for alubias de Tolosa, beans from the Basque country, and the sweet, smoky piquillo peppers. The staff does a good job of advising on the size and doneness of your steak, and on the robust reds from Rioja and Ribera del Duero. For dessert, try the typically Basque Tejas y cigarrillos de Tolosa—buttery brandy snaps. On a cold Madrid winter night, the basement dining room with exposed brick walls and the warmth of the wood grill is especially cozy.