The Oratory of Caballero de Gracia (Spanish: Oratorio del Caballero de Gracia) is a neoclassical church (oratory) located in Madrid, Spain.

Juan de Villanueva drew up plans for the reconstruction of an existing church.

The northern side of the building was reconstructed in the 20th century when the Gran Via was laid out.

The building has been given the heritage listing Bien de Interés Cultural and has been protected since 1956.

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