I'm simply posting what I've received from previous search.
I've personally tried only Shikku: very good quality but not enough quantity!
Further information or new suggestions are more than welcome, especially if come from our Japanese friends: Keisei, come on! :)
High price range
- Kabuki (there are 2): one located within the Wellington hotel, calle velázquez 6, tlf 915777877, and the other one around Bernabeu Stadium Area, avenida del presidente carmona 2, 914176415
- Shiratori: It's a little more pricey than some places, but VERY GOOD and is actually a Teppan (when they cook at those big grills in the center of the table and make a show out of preparing your food) Pº de la Castellana 36-38, 915773733
Medium price range
- Shikku: Calle Lagasca 5, 914 319 308 , www.shikku.es
- Miyama: near Plaza de España, +34 915 401 486, need reservation
Bottom price range
- Yataki, www.yataki.com, calle antonio pérez 26, and hortaleza 72, tlf 915626660 (the same contact number for both of them)