Madrid is a very big city full of people so robberies are common, as in all big cities. This does not mean at all that the city is dangerous or not safe, on the contrary, it is one of the safest capitals in Europe, but it is convenient that you have some security precautions, to avoid any type of scare:

1. Don't carry large amounts of cash with you: If you take out a large amount of money and take it with you and they rob you, you will certainly get upset. Therefore, you can avoid major inconveniences if you carry only what is necessary.
2. Have backup copies for any important documents: If you are a foreigner, having all your papers and documentation in order is very important. Make copies and leave them at home in case your bag or wallet is stolen... It will be much easier for you to process everything if you have copies.
3. Be careful in crowded spaces: Whether you are on the metro at rush hour or in crowded places like Plaza del Sol or Gran Vía, you should be especially careful just to be safe. On many occasions, thieves take the opportunity to go unnoticed among people.
4. Know your university campus: Take the time to familiarize yourself with the landmarks and streets on campus so you can navigate in or out of an area. That way, you will never get lost.
5. Go to the police: If you get robbed, go to the police station. It seems logical, but it is surprising to know the number of people who do not file complaints because they believe that they will not do any good. If your mobile or something of value is stolen, there is a possibility that you will recover it with help from the police.
6. Cancel all your credit cards: Once you have been robbed and even before going to the police station, you must cancel all the cards. Call the bank and cancel your card to prevent thieves from using them. Likewise, if your mobile has been stolen, the simplest thing is to cancel the sim card as soon as possible so that it can be replaced.
7. Avoid walking alone at night: When you go out to party and want to come back at dawn, try to avoid walking alone through empty streets. Take public transportation, an Uber, or walk with friends who live in the same area. All of this may reduce the chances of being robbed.
8. Do not resist: If you find yourself in a situation where theft is unavoidable, don't resist. It is preferable that they steal something from you can be replaced than risking getting hurt trying to resist.

Being alert, even if it doesn't seem necessary, can save you from unfortunate situations. Taking these precautions and being prepared to act in case they occur is important to ensure your safety in Madrid.