Yes, there are, height and availability depending. Generally available grants, that can be topped with additional amount depending on age, gender, disability % etc.
All Communities have their own grants program, most are developed to form an incentive for unemployed to start a business, so being registered with SEPE/INEM is a first requisite. Second one is a minimum inversion into the business by the Autonomo him/herself and thirdly, for most, that it´s your first time registering as Autonomo/Self Employed, or that you haven´t been registered in the past 5 years.
Windows to apply for the grants vary per Community as well, some all year round, most only a couple of months, please have a look at the link below, where the different Communities and the windows for applying are listed.
Please beware that with the ongoing economic crisis in Spain some Communities are increasingly slow in processing the applications, and/or, once approved, with the actual payment. Asturias, Madrid and Valencia have the worst reputation I´m afraid.