This paper presents an exploration of the thresholds of the city, embodying the concept of Urban Green Infrastructure. In particular, it is a journey through the urban fringe of Madrid, where these green infrastructures, due to their form and history, achieve the sense of urban threshold and act as identity generators of the city. We examine the concept of peri-urban landscape in relation to nowadays challenges of sustainable development, as well as the benefits of Urban Green Infrastructures in the contour of the city. We then take a brief tour though the peripheral landscape of the city of Madrid, where we analyse metropolitan parks and historical green areas that comply its proximity image. After identifying the green infrastructures acting as thresholds in the city of Madrid, we focus on the south-east diagonal of the capital in order to reaffirm its importance in the construction of the image and identity of the city. We defend the importance of Urban Green Infrastructure to and from the city, suggesting the necessity of a supra-municipal planning tool to take change of the peri-urban landscape, usually perceived as subsidiary, to deem the proximity visions of the city as relevant for its design.