A Dutch woman was arrested in the Netherlands in relation to an attack on a right-wing Spanish politician who was shot in Madrid, Spanish police said on Tuesday.

Alejo Vidal-Quadras, a founder of Spain's far-right Vox party, was shot in the face in broad daylight near his home in the upscale Salamanca neighbourhood on November 9 by a motorcycle passenger.

Long a supporter of the Iranian opposition, the 78-year-old Vidal-Quadras has accused the Iranian regime of involvement in the shooting.

Four people had already been arrested as part of the investigation into the shooting, but the suspected gunman -- a French national of Tunisian origin with several previous convictions in France -- remains at large.

"A woman was arrested in Holland for her alleged participation in the financing and preparation of the attack on Vidal-Quadras," the national police said in a brief statement.

Police said she was detained after Spain issued a European arrest warrant.

Vidal-Quadras was a member and then vice-president of the European Parliament between 1994 and 2014.

He was also a former head of the centre-right People's Party in Catalonia.