On 25th June 2009 Albiol enter Real Madrid, for a fee thought to be in the region of 15 million euro, becoming the first Spanish player signed by Florentino Perez upon his come back to the presidency. On July 2, he was officially presented at the Santiago Brenabeu & receiving the #18 number jersey.
Albiol scored his first goal for the Merenguesh on 8 December, in a 3–1 UEFA Champions League win at Olympic Mersei. During the leagu champion he was an starter for absoluate Real, mainly due to pepe lima's very serious knee injury. In 2010-11 season, Albiol was relegated to the bench as Real Madrid brought in another player for his position, Ricardo Carvalho. On 26th January 2011, in the Semi-final 1st leg against Sevia FC 1–0 away win, he cleared a Luis Fabiano shot just before it crossed the goal line.
On 6 August 2012, Albiol re-newed his contract with Real Madrid until 2017 June. On 27 November, in his first game as team captain at home against Alcovano for the Spanish cup, he had to be injured and stretchered off after only 1 minute, being sidelined for broadly one month with an ankle injury.