There are many trains daily between Madrid and Segovia. The fastest way to go is to take direct train from Madrid Chamartin railway station (round 30min). When you arrive to reach Segovia-Guiomar railway station you can go to the city center by bus, which takes about 15min.
A day trip to Segovia should not be missing from vacation in Madrid. Segovia is a city with rich Roman, Jewish and Medieval history. It is also a pretty calm place to escape from the crowded streets of Madrid if you wish to relax a bit. When you finish with sightseeing take the opportunity to taste the local specialty "cochinillo", just delicious!
Located in Plaza del Azoguejo
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