Soviet Foreign Minister Andrei Gromyko left Madrid today for Bonn, after having found no response among his Spanish government hosts to a Soviet-insired plan to hold separate European disarmament talks prior to the European Peace and Security Conference scheduled to be held in Madrid next fall.

Foreign Ministry sources here said that Spain had known in advance that Gromyko, who arrived Monday, would suggest the idea for talks specifically on the disarmanent issue.

The plan originally was suggested by Soviet President Leonid Breznev at a Warsaw Pack summit in Budapest in May and subsequently was taken up by the Hungarians. It would involve a meeting of all European states -- as well as the United States and Canada -- to be held this year at an unspecified European capital. Top-level discussions on detente would be held at the meeting.

The sources said that the plan, intended as a counterpoint to the Vienna troop reduction talks, had found little enthusiasm among non-Warsaw Pact states and that the Berlin troop reduction proposals this fall had been designed to force the West to acknowledge the Soviet initiative. As host nation to the Peace and Security Conference, a review conference of the Helsinki accords of 1975 by 35 nations, Spain was briefed fully on the talks plan by Gromyko.

Questioned about separate disarmament talks, Carlos Robles Piquer, Spanish undersecretary of state for foreign affairs, curtly told Madrid's Diario 16 newspaper, "Spain has taken note of this initiative but does not favor it."

Foreign Ministry sources said that Spain's opposition to any form of separate talks on security was based on the fear that they would preempt the Madrid 1980 fall meeting, which will be Phase Three of the European Peace and Security Conference.