There are a few trains that run from either Chamartin or Atocha stations in Madrid and take the same time as a bus. I prefer the train which is a Media Distancia type and quite comfortable. You have some good views on the way.
The station you use from Madrid depends on where you are staying and if Atocha then this train passes from Chamartin using a tunnel and stops at the Cercanias part of the station. Cercanias is like a local train service for commuters and is recognised by the distinctive logo of inverted letter C on red background.
If you are heading straight from airport then you can take the Cercanias half hourly train from Terminal 4 to Chamartin which is only about 10 minutes ride. You can buy your tickets at Terminal 4 RENFE ticket office and no need to buy in advance. Just look at the times of the trains on Renfe.com and decide on your travel plan. If you arrive at other terminals at Barajas you can take the free shuttle bus to 4.
Thank you very much
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