The 56-year-old star was working out when he suddenly experienced agonizing pains in his chest, reported Mirror.
According to multiple reports, the doctors kept the actor under observation but decided to release him after being satisfied he was safe to go home.
Banderas, who is now recovering, later confirmed that he had an "episode."
He also praised the medics who helped him during his health crisis.
The actor moved to Britain two years ago and lives in a 2.4 million euro mansion in Cobham.