- Theatre: Teatro Juan Bravo is on Plaza Mayor.
- Teatro Paladio Arte is 500 m southwest of town at Camino la Piedad 8.
- Cinema: Cine Artesiete is 5 km southeast towards the ring road at Dámaso Alonso 54.
- Swimming: Piscina José Carlos Casado is an indoor pool 500 m southeast of the bus station on C Celinda.
- Piscina Municipal is an outdoor pool 4 km southeast at Palazuelos 7.
- Golf: La Faisanera GC is 7 km southeast, off CL-601.
- Football: Gimnástica Segoviana CF play soccer in Primera Federación, the third tier. Their home ground La Albuera (capacity 6000) is 2 km southeast of the centre on Los Tejedores.
- Hike: Camino de Madrid is a pilgrimage trail from that city to Segovia (reached on Day 4) and Sahagún (Day 13), where it joins the main trail from the French border to Santiago de la Compostela.
- Ski: Puerto de Navacerrada and Valdesqui are two small resorts 30 km south on CL-601 past La Granja.
- Semana Santa - Holy Week in the run-up to Easter - involves religious processions and pageantry.
- Hay Festival is a literary festival in mid September.
- Festival of San Frutos is held on 25 October each year. He's the patron saint of hernias so bring yours along to join the big parade.
