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Resilience is considered to be a component of sustainability and is addressed in the 17 Sustainable Development Goals adopted by all United Nations Member States. Resilience in this context is mainly oriented to climate change adaptation and disaster risk reduction. However, a holistic approach, considering urban systems as a whole and resilience to all kind of disturbances, is needed for a better understanding of the complexity of urban resilience. To advance in this direction we have proposed an Urban Resilience Index and applied it to 81 cities in the Madrid Region, Spain. The index comprises 42 indicators that measure six resilience characteristics: diversity, self-sufficiency and autonomy, polycentric governance, social cohesion, learning and innovation, and social-ecological justice, in five urban dimensions: socio-cultural, economic, ecological, physical and technological, and governance system. Our results showed that the ecological dimension in the Madrid Region is largely determined by the geomorphological characteristics and the associated ecosystems, but municipalities compensate it with resilience strategies focused on social and physical aspects. The most resilient municipalities are also in general the most sustainable, but not always. We propose to use the Urban Resilience Index in combination with the Sustainable Development Goals Index to develop resilient strategies towards sustainability.