Marcher Pepi Garcia said she makes €900 ($1,105) per month but is supporting her 35-year-old daughter and 21-year-old son still living in her home because they are unemployed and have never landed jobs lasting more than six months.
"I'm not here just to show solidarity," said Garcia, a 52-year-old hotel waitress. "We have to protest to stop the madness that is happening in Spain."
While Spain is expected to ask for tens of billions of euros to prop up banks that lent too freely during the property boom, she said her children "can't even think about getting their own apartments or starting families" because of the country's miserable economy.
Alejandro Casal, 28, an Airbus factory worker marching with fellow union members, said the miners' protest "isn't only their struggle. It's a struggle for the working class."
"The people need to be here on the street to say 'Enough is enough,'" he said.
Retired miner Gonzalez said he blamed Rajoy for Spain's deepening problems, including unemployment for two of his four grown children.
"He promised he wouldn't touch our health care or education or raise taxes. The reality is everything is falling apart," Gonzalez said. "What's happening here is like a dictatorship, it's unjust and I am so angry."
Daniel Woolls contributed to this report from Madrid.