“ART,” said Picasso, “washes away from the soul the dust of everyday life.” If, after a summer of disappointing football, enervating heat and choking traffic jams, you’re in need of dusting off, head for Madrid. It’s here, rather than Barcelona or Málaga — cities more commonly associated with the painter — that the Picasso anniversary is being celebrated in earnest, with two exhibitions o his work, known collectively as Tradition and Avant-Garde.

This double show celebrates two things of deep cultural significance to the country: the birth 125 years ago of Pablo Ruiz y Picasso, its mercurial, revolutionary artist, and a homecoming — it is 25 years since Guernica, Picasso’s iconic anti-war painting, arrived in Spain after 40 years abroad. This honoured the artist’s wish that the work should go there when democracy was restored.

But Picasso isn’t the only reason to come. Madrid, a city less than half the size of Paris or New York, has three world-class art collections, and if you ever needed an excuse to stay at the Ritz, its proximity to all of them is a worthy one. The Prado, home to the first Picasso show, is across the road; the Reina Sofia, home to the second, is a stroll away, as is the Thyssen-Bornemisza, a spectacular public collection.

Begin at the Prado, where about 100 paintings have been cajoled from private collections all over the world. The show opens at the beginning of Picasso’s career, moves through his meditative Blue and Rose periods, the explosion of Cubism, his return to Classicism, and his reinterpretations of Old Masters.

Throughout, works by his key influences — El Greco, Velázquez and Goya — are hung alongside. This allows you to play art critic, picking up the threads of inspiration with your own eyes. You can see Picasso borrowing ideas, styles and colours, perfecting them — then throwing them up in the air like a pack of cards, to be reassembled by his restless, rebellious eye.

Move on to the Reina Sofia, and the dazzling inventiveness is infused with fury. Guernica — his response to the bombing of a Basque town in 1937 — is huge, bleak, violent, and draws a silent, brooding crowd. Also here are Picasso’s preparatory drawings — dozens of jagged, obsessive studies of weeping women and injured horses.

You will come out of this show with your eyes smarting, your soul troubled, and in need of a drink. We ate twice outside on the Ritz’s spacious, pretty terrace restaurant, but the city’s most alluring attraction are its locals, packed into myriad bars. Madrileños en masse are a charming, unpretentious bunch: slick businessmen jostle with scruffy students, glossy urbanites, gossiping matrons and snoozing dogs in the same squares and bars that hum with the sound of chatter and clinking glasses.

This city is head-over-heels in love with life, as well as art, and you can’t witness these celebrations of food, drink and conversation and not want to join in. Some of the best bars are around Plaza de Santa Ana — a Metro hop from the “big three” galleries.

But back to the art. Don’t forget lesser-known museums, such as the Sorolla, a fine town house where another Spanish painter, Joaquín Sorolla, lived. Sorolla’s glamorous portraits are reminiscent of John Singer Sargent, the American society portraitist, but he is most famous for his light-filled beach and sea scenes. Small wonder: you can taste the salt wind and feel the sand in your hair in these pictures.

There is only one down side to Madrid. A weekend isn’t long enough for a city that mixes high culture with such an earthy zest for life. It’s one of the most civilised places I know.

Need to know

Kate Quill travelled with Abercrombie & Kent (0845 0700612, www.abercrombiekent.co.uk), which offers three nights at the Hotel Ritz Madrid from £589pp, including flights, transfers, and breakfast.

Exhibitions: Picasso: Tradición y Vanguardia runs at the Prado and Reina Sofia museums until September 3. Entrance, 6 euros (£4.15). Prado (00 34 91 330 2800, www.museoprado.mcu.es); Reina Sofia (91 774 1000, www.museoreinasofia.es). Museo Thyssen-Bornemisza (91 369 0151, www.museo thyssen.org) has an exhibition devoted to John Singer Sargent and Joaquín Sorolla from October 3 to January 8. Nearest Metros Atocha or Banco de España. Museo Sorolla, General Martínez Campos, 37 (91 310 15 84, www.museosorolla.mcu.es). Metro: Rubén Dario.

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