The attack on February 22 was initially reported by Spanish online newspaper El Confidencial on February 27, prompting Spain's National Intelligence Center and police intelligence division to investigate the case.
The online newspaper El Confidencial, which broke news of the raid, reported that the group of men tied up and threatened staff, fleeing only after a woman managed to free herself and raise the alarm.
When officers arrived at the scene, a man opened the door and told them nothing was going on.
Spanish investigators ruled out the possibility that the attack was by common criminals as the attackers knew what they were looking for, taking only computers and cellphones.
The attackers had bound the staff, placing bags over their heads and beating them as they searched for files.
Both cars were found abandoned nearby shortly afterwards.
"The operation was perfectly planned as if it were carried out by a military cell", they said.More news: Ten dead, including six children, in 'unspeakably brutal' Brazil school shooting
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Investigators at the Centre for National Intelligence (CNI), the Spanish secret service, believe two of the raiders have links to the CIA, according to sources who spoke to El País.
Why would anyone attack the embassy?
Since 2017, when Kim Hyok Chol was expelled from Spain as "persona non grata" after nuclear tests and missile firings by Pyongyang, the secretive state has had diplomatic representation in Madrid but no ambassador.
However, it is unclear precisely why the embassy attack took place, or who was involved.
Police were alerted to an incident at the mission when a woman, one of the eight members of embassy staff on duty at the time, began shouting in the street outside. And breaking into another country's embassy would be a huge breach of worldwide protocol.
The CIA has denied any involvement, but Spanish officials reportedly said the agency's response was "unconvincing".
The nation's High Court, the Audiencia Nacional, will hear the investigation and could order the arrest of any identified assailants.