Jaén to Valladolid trains might be a good value for money solution: travelling in Spain by train is often rather cheap and faster than taking a bus indeed Trains leave from Jaén and arrive at Madrid-Atocha Cercanias every about 4 hours on average. If travelling with Renfe, you need to know the Jaén to Valladolid train schedule: the first train leaves at 08:30, while the last ride is at 17:18. A Jaén to Valladolid train cost about 35.83 €. But how long is the train ride from Jaén to Valladolid? Your journey takes about 4 hours on average. Renfe offers 3 direct trains between these two cities.