The Archive of the Ateneo de Madrid is the organic set of documents, or the collection of several of them, from any period and material support, produced or received by the Ateneo de Madrid in the exercise of its activities, duly preserved for use in the administrative management, information, culture and research. It keeps the documents that reflect the life of the Ateneo de Madrid, that life that began in 1820.

As of 2008, the Ateneo assumes its historical responsibility and undertakes the recovery of its Archive through a project to organize the existing collections, as well as the recovery of lost historical sources (citations in the press).