Fitz Madrid, Tiffany's, Vandido and other venues that organise individual events can be places to check when searching for a Christmas Eve party. Mentioning them here is not a claim that each has announced a 24 December event or currently has availability. Check dated listings before adding a venue to your final plan.
The choice should reflect the event as well as the club: music, audience, age requirements and ticket type may differ from a usual weekend. If an announcement has no year or clear booking channel, verify it before paying or travelling across the city.
Christmas Eve plans often begin at a family dinner, which makes arrival times particularly important. Instead of assuming that a nightclub will operate as usual after midnight, check whether it has advertised a public event for the night of 24 December. Take care with listings labelled 'Christmas': some refer to 25 December, others to the weekend surrounding it. If you are travelling from another part of Madrid after dinner, allow time for the journey and any entry queue. A confirmed event page is a firmer basis for your plan than photos of last year's celebration or a general weekly timetable.