While they are the size of a cookie, technically madeleines are considered little cakes. Cakes are made with more wet ingredients than dry ingredients, which forms a batter that needs to be baked in a pan with walls to hold it in. Cookie dough is thick and will hold its shape if baked on a flat sheet. Madeleines have a thin batter that needs to be baked in a mold pan, so therefore they are cakes and not cookies.