The most remarkable feature at Cogolludo is the Ducal Palace, declared a listed monument in 1931. It has a dressed façade, a cornice with dentils, a gorgeous main front, and in its interior, a Plateresque courtyard and a Gothic-Mudejar chimney.

In the highest part of town we find the castle, from which the walls that completely surrounded the village stretched out. The City Hall faces the main square, or Plaza Mayor, which is also lined by 18th-century houses and two rows of porches, and has a large fountain at its centre. Among the religious constructions in this town, we must point out the Gothic church of Santa María, from the 16th century, where we can see a canvas by José Ribera "El Españoleto" (the Spaniard), depicting Christ before the Crucifixion. Other remarkable buildings include the remains of the convent of Carmelites, the convent of San Francisco and the church of San Pedro, all of them from the 16th and 17th centuries. Cogolludo is also known for its popular festivity of Santa Águeda, declared to be of regional tourist interest, which takes place on the 5th of February. During this holiday, women hold municipal offices for a day.