The government believes the blast killed two of the alleged ringleaders of the 11 March bombings, but says two or three suspects may have escaped.
A government spokesman says the fax has some credibility. It was signed by Abu Dujana al-Afgani, the same person who claimed responsibility in a video for the 11 March train bombings that killed 191 people.
It gives 4 April as a deadline for Spain to withdraw its support for the United States and troops from Iraq and Afghanistan, or else the country will be turned "into an inferno and your blood will flow like rivers."
Both the fax and the video claim to be from Al-Qaeda in Europe.