Joseph Bonaparte was arguably the best of the Bonaparte clan, and Napoleon undoubtedly hoped that the Spanish people would accept him as a welcome replacement for the feckless Bourbons. He was wrong. By the time that Joseph arrived at the frontier, a spontaneous revolt against the French invasion had already begun. The rising began in Madrid on May 2, in reaction to news that the royal family had left for France. General Murat put down a riot in the Puerta del Sol quickly and brutally, using the Mameluke cavalry that Napoleon had recruited in Egypt. Given the long Spanish history of conflict with Muslim forces, the sight of turbaned horsemen charging a crowd of men and women in the heart of Madrid had a shocking effect. The next day, Murat's soldiers executed the supposed leaders of the riot on the hill of Príncipe Pío, at the western edge of Madrid near the royal palace. Various Spanish artists would paint their interpretations of those two actions, but the versions that history remembers are two arresting canvases by Goya, which capture the events in all their horror. In The Charge of the Mamelukes on the 2nd of May, the mad look on the face of the horseman in the center of the composition, and the tangle of bloodied bodies and enraged citizens in front of him, evoke the violent movement, confusion, and savagery of the confrontation. By contrast, the composition of The Executions on the Hill of Príncipe Pío on the 3rd of May is eerily still, as a terrified man in a white shirt raises his arms in surrender, while a contingent of faceless uniformed French soldiers aim their weapons at him in perfect formation. The viewer is left to complete the action, imagining the white shirt splattered in blood and the man collapsing in death to join the bodies of comrades who have fallen all around him.

In all, some 400 Spaniards were killed in those two days, and the stunning news spread to all corners of the country in record time. Although Murat thought he had ended the rebellion by his swift actions and exemplary punishments, in fact he had ensured fierce resistance to the French occupation would continue.