The 2015–16 season was Atlético Madrid's 85th season in existence and the club's 79th season in La Liga, the top league of Spanish football. Atlético competed in La Liga, Copa del Rey and UEFA Champions League. The season for the club began on 25 July 2015 and ended on 28 May 2016.

On 19 June, it was announced that Mario Mandžukić would sign for Juventus. On 22 June, the signing of Mandžukić for a fee of €19 million was officially confirmed. On 22 June, it was confirmed that Atlético were close to agreeing a deal to sign Luciano Vietto from Villarreal. It was also confirmed that Léo Baptistão would be loaned to Villarreal. On 23 June, the agent of Jackson Martínez confirmed that Atlético had agreed a €35 million deal with Porto. A few days later, Martínez confirmed that he was set to join Atlético. On 24 June, Atlético officially presented its new home kit for the 2015–16 season. On 30 June, Internazionale confirmed Miranda's move.

On 1 July, Atlético announced the departure of centre back Miranda to Italian Serie A club Internazionale. On 6 July, Arda Turan departed, signing for Liga rivals Barcelona for €34 million. On 7 July, Atlético official signed of Luciano Vietto from Villarreal. On 8 July, Atlético completed the transfer of centre back Toby Alderweireld to Tottenham Hotspur. On the same day, Atlético presented its away kit for the 2015–16 season. On 10 July, the club confirmed the signing of winger Yannick Ferreira Carrasco from French club Monaco. On 14 July, the schedule for the 2015–16 La Liga season was released. On 20 July, Atlético reached an agreement with Fiorentina for the transfer of Montenegrin international centre back Stefan Savić. Two days later, both clubs officially confirmed that Mario Suárez has joined Fiorentina. Atlético also confirmed the signing of Bernard Mensah from Portuguese side Vitória de Guimarães; he was immediately loaned to Getafe for the entirety of the 2015–16 season. On 25 July, Atlético played its first friendly game of the pre-season, prevailing 2–0 over Numancia in the Jésus Gil Trophy; Lucas and Ángel Correa both scored. On 28 July, Atlético confirmed the return of left back Filipe Luís after one year spent in the English Premier League with Chelsea. On the same day, Atlético played its second friendly game of the pre-season and won 2–0 against Real Oviedo, with goals Antoine Griezmann and Fernando Torres. On 29 July, Atlético, with 22 players, prepared to play two friendlies in Japan and China for the LFP World Challenge tour.

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