If travelling as a family, you can hike the Senda de las Gariñas. It's an easy trail of natural and landscape interest of approximately 4 km that can be done on foot, by bike or on horseback. It begins at the Lozoya River. The trail runs around the basin from where you may contemplate the ruins of the old Bosque palace.
If you'd rather, you can take the 4 km Espadaña de la Trinidad Route which may be done on foot or on horseback. It begins in the north of the village and goes to the 16th century Calicanto Bridge, which was erected over the Robles Stream, via a trail surrounded by oak, holm oak and ash trees. After crossing this bridge, there's a slight climb to a private estate where you can see the Espadaña de la Trinidad, the remains of the façade of a bell tower from an old hermitage.
There are many active tourism companies in the area with which you may take tours in canoes as well as practice or learn paragliding.
Quite close are the natural pools in the Riosequillo recreational area which is the ideal place to take a walk with your family or have a swim to cool off from the Madrid summer.