Police say they stopped the man during a routine patrol when they saw him performing an "irregular maneuver."
The High Heels Race in Chueca, an LGBT-friendly neighborhood in central Madrid, draws dozens of domestic and international competitors of all ages.
Bomb disposal teams were sent to intercept the suspicious suitcase in vain.
His departure would lead to the Third Spanish Republic, new governments in Madrid and Barcelona, and to a constitutional assembly.
90 percent of Catalans voted for independence on October 1, but the turnout was only 43 percent.
On Wednesday, Spanish Guardia Civil officers arrested 14 pro-independence officials.
If Spain grabs the Rock, Ceuta and Melilla will demand freedom from Spanish rule.
The Russian delegation had suspended their involvement after disagreements following Moscow's annexation of Crimea in 2014.
Paris joins Athens, Madrid and Mexico City in banning diesel by 2025.
Ronaldo is in his eighth season at Real.
Two men were arrested last week after allegedly displaying a sign referring to Basque militant group ETA.
No reported casualties in latest of embassy attacks in Libya, following assaults on South Korean and Moroccan embassies.
However, those with long-term diseases still don't qualify for free medication, as Rajoy reverses 2012 decision.
The Spanish parliament passed the bill despite disapproval from all 14 opposition parties.
The "father of the modern novel" was found after his coffin was lost for hundreds of years.
Madrid group praises Barcelona judge's decision to make employers cover prostitutes' social security.
Libya's current competing governments are backed by militia brigades and scrambling for control.