Captain Alatriste: The Spanish Musketeer was filmed in Madrid & Seville in Spain.

Filming locations:

Library

In the movie

In reality

The scene was filmed El Escorial was the historical residence of the King of Spain which was constructed between 1563 and 1584 for King Philip II. It was designed by Juan Bautista de Toledo in the Renaissance style, and is the largest building of that style in the world. The building also housed a monastery of Catholic Hieronymite monks and more recently the Order of Saint Augustine. A few kilometers away is La Granjilla de La Fresneda, a hunting lodge and monastic retreat that is associated with the main complex.