The Palace of the Councils or Palace of the Duke of Uceda (in Spanish, Palacio de los Consejos or Palacio del duque de Uceda) is a building from the 17th century located in central Madrid, Spain.

The palace is representative of Spanish baroque architecture, and was commissioned by Cristóbal Gómez de Sandoval-Rojas, first Duke of Uceda, and powerful prime minister or valido of King Philip III of Spain.

The palace stands before the Church of Santa María de la Almudena.

When it was built, decorated with the heraldic arms of the Sandoval family flanked by lions, it was judged too ostentatious for a nobleman.

Upon his arrival to Madrid in 1701, the Bourbon king Philip V of Spain transferred many of the royal offices or councils from the then- extant Real Alcázar of Madrid to the Palacio de Uceda, and since then, it has been known as the Palacio de los Consejos.