We left Madrid on time. There was no repeat of the fiasco when Al Andalus was delayed by a cow on the track. Apparently, the animal just stood there with a defiant scowl and nobody was brave enough to move it. So much for the fearless Spanish toreador.

There was no big farewell, no brass band, no valedictory flamenco; we just slipped out of the station and into lunch. “Paella, senor?” asked the waiter at my shoulder, his face beaming Shrek-like behind a mound of saffron rice.

Al Andalus is the Spanish equivalent of the Orient Express, taking well-heeled passengers to the historical sights of Andalusia.

I studied the countryside and my fellow travellers over a bottle of rioja; a mixture of Americans, Japanese, a few breezy Brits and a German with a goatee. One of the Englishmen was a trainspotter and as we raced south towards Andalusia he consulted timetables, talked into tape recorders and scribbled notes, all while wrestling with a plate of squid.

The bulk of the train began as a rack of French grand-deluxe sleeping cars used to truck King George V and family to the Côte d’Azur. More historical rolling stock was subsequently added to make up this final ensemble, including Giralda, a luxury Wagons-Lits restaurant car from 1928, Medina Azahara, a Spanish restaurant car from 1930 and Gibrafaro, a British car built in 1929.

After a crema catalan, a Spanish equivalent to crème caramel, the size of a hubcap I waddled back to my cabin for a siesta. The corridors of the train are great pieces of workmanship but they are as narrow as my shoulders. A few years ago, Al Andalus was chartered by a party of German Tupperware consultants. Some of the women, apparently, were on the well-upholstered side and one night two of them became so firmly wedged in a corridor, it took 10 minutes of pulling and pushing to free them.

My cabin had been restored to its belle époque glory (but with better air conditioning). There were a couple of comfy beds that somehow magicked themselves each morning into a living room suite. You wouldn’t want to bring your whole wardrobe but there is plenty of storage space. And a bathroom and shower almost large enough to wash both feet at once.

The journey proved to be a balance between gawping at the countryside on the move and city sightseeing, though the train would always pull into a quiet siding each evening to help you get to sleep.

In Cordoba they handed us over to the first of our guides, young men with encyclopaedic knowledge of their specialist subjects. As Luis led the way through the whitewashed lanes, he regaled us with history, before finishing our tour in the Mezquita, the great mosque, much of which has survived a dozen centuries. Something like 850 granite and marble pillars support the roof but perhaps its most extraordinary feature is the 16th-century cathedral at its heart.

Later, we crowded into the El Cardinal bar for some flamenco. Dancers stamped, guitarists strummed until their fingers smoked, singers wailed until I feared they would explode. The excitement was intense, the music utterly absorbing. They shouted, they screamed, they danced faster and faster until they seemed certain to fall through the floor. The performance peaked and then suddenly stopped dead, their final shouts echoing through the room.

In Granada we waltzed through the Alhambra Palace, its stucco work delicate as lace, and on through sweet-smelling gardens, cool from the mountain air. One of the great treasures of Andalusia, the Alhambra was intended to create an idea of paradise on earth.

Subsequent treats included the Renaissance cities of Baeza and Ubeda and a visit to Ronda, scene of the last great rising of the Moors against Ferdinand and Queen Isabella in the late 15th century.

Most nights, there was a bit of our own dancing to be done. The resident singer considered himself one of the stars of the train and an 80-year-old passenger fell so in love with him she sent him over champagne every night.

I almost fell in love myself, with Al Andalus, but there is only so much luxury, so much cossetting, so much rich food I can take in a week. Fortunately, I have already pencilled in that week next year.

Details: A seven-day tour with Cox & Kings (020 7873 5000) costs from £2,295, including scheduled flights from Glasgow or Edinburgh to Madrid with British Airways, five nights on the train, food, excursions and two nights in a five-star hotel in Seville

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