Multi-axis differential optical absorption spectroscopy (MAX-DOAS) measurements were performed in the urban environment of Madrid, Spain, where Sahara dust intrusion sometimes occurs. The study shows a high performances in the retrieval of aerosol optical depth, the surface extinction coefficient and an elevated layer during dust episodes, validated by AERONET in situ and modeling data. It is essential to capture the extinction properties of both local aerosol and Saharan dust.