Reports suggest the arrest may have been carried out on an international warrant issued by the US government.
The US is pointing fingers at Russia in connection with hacking the presidential election that put Donald Trump in office.
Spanish police arrested a Russian citizen on Friday for allegedly playing a part in hacking the US presidential election last year.
The Russian embassy in Madrid on Sunday confirmed to Reuters the arrest of computer programmer Pyotr Levashov, who has been remanded in custody, although it did not say on what grounds.
Russian television station RT said that Levashov was subject to an international arrest warrant issued by the US government, while a «legal source» told AFP that he was subject to a US extradition order.
Suspicions have floated for months that Russia attempted to sway the 2016 presidential race.