This article identifies the main challenges of the National Health Service of Spain and proposes its transformation into a Learning Health System. For this purpose, the main indicators and reports published by the Spanish Ministries of Health and Finance, Organization for Economic Co-operation and Development (OECD) and World Health Organization (WHO) were reviewed. The Learning Health System proposal is based on some sections of an unpublished report, written by two of the authors under request of the Ministry of Health of Spain on Big Data for the National Health System. The main challenges identified are the rising old age dependency ratio; health expenditure pressures and the likely increase of out-of-pocket expenditure; drug expenditures, both retail and consumed in hospitals; waiting lists for surgery; potentially preventable hospital admissions; and the use of electronic health record (EHR) data to fulfil national health information and research objectives. To improve its efficacy, efficiency, and quality, the National Health Service of Spain should be transformed into a Learning Health System. Information and communication technologies (IT) enablers are a fundamental tool to address the complexity and vastness of health data as well as the urgency that clinical and management decisions require. Big Data solutions are a perfect match for that problem in health systems.