I am an ex UK goverment employee now resident in Spain.  I am in receipt of a UK Civil Service pension on which I pay tax in the UK.  The pension is paid into my Spanish bank account, my question is, will I also be liable for Spanish tax?  Also, will I need to complete a Spanish tax return?

I would be grateful for any help on this matter.

No - you cannot pay tax in Spain on UK government pensions.

But….....if you are resident in Spain you should still do a tax return - Declaracion de Renta because you may have other tax liabilities (or maybe due a refund for example on withheld interest) and you need to do this to conform to the law and there are benefits in being a Fiscal Resident which you can only become by doing the declaracion - either ask you bank to help or visit your local tax office.

You can save considerably on tax through a QROPS pension transfer.