If you are vegan or vegetarian, the first thing you should do is download the App "Happy Cow"; it will help you finding vegan/vegetarian friendly places near you, and you will also be able to check the price ranges and opinions from other costumers!
In Sol
B13
Yerbabuena
Vega
Viva Burger
Veggie Room (store)
Artemisa
Shishang
In Lavapiés
La Oveja Negra
In Retiro
Cookaluzka
In La Latina
La Encomienda
Pura Vida
In Chamberí
EcoCentro
In Atocha
La Biotika
El Fogón Verde
In Malasaña
Sanissimo
Delish Vegan Doughnuts
B13
Yerbabuena
Vega
Viva Burger
Veggie Room (store)
Artemisa
Shishang
In Lavapiés
La Oveja Negra
In Retiro
Cookaluzka
In La Latina
La Encomienda
Pura Vida
In Chamberí
EcoCentro
In Atocha
La Biotika
El Fogón Verde
In Malasaña
Sanissimo
Delish Vegan Doughnuts