Its a bit complicated...if you have state pension it has to be declared and tax paid here....the personal allowances are less than in the UK and increase with age. if its government pension (eg I have teachers and local govmt pensions) they are taxed at source but count against your allowance.
You only pay tax in one country but you probably need a gestor to do your tax return. Tax year runs Jan- Dec just to complicate matters.
Your Spanish bank issues a tax cert to prove your income.
Hope that helps....
Its still far cheaper to have a better lifestyle here...unles you go mad!!