The Lesser Kestrel (Falco naumanni) looks like the Common Kestrel (Falco tinnunculus) but is slightly smaller and the Common Kestrel has black nails while Lesser Kestrel has pale nails (shown clearly on the photo).
The male Lesser Kestrel has a grey head and grey tail like the male Common Kestrel, but lacks the dark spotting on the back and the black malar stripe.
Furthermore, the male Lesser Kestrel has grey ear coverts while those of the Common Kestrel are whitish.
The female Lesser Kestrel is barely distinguishable from the female Common Kestrel.
However, the Common Kestrel has a black eye stripe, which the Lesser Kestrel lacks.

A male. Monroy area, Cáceres, Extremadura, Spain, 3 May 2012