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The Albany, or simply Albany, is an apartment complex in Piccadilly, London. The three-storey mansion was built in the 1770s and divided into apartments in 1802.

The Albany was built in 1771–1776 by Sir William Chambers for the newly created 1st Viscount Melbourne who had bought the land and residence (Piccadilly House) it was to replace from Henry Fox, 1st Baron Holland for £16,500. It was called Melbourne House and cost at least £50,000 to build. It is a three-storey mansion, seven bays (windows) wide, with a pair of service wings flanking a front courtyard.

In 1791 Lord Melbourne, who by then had built up considerable debts to fund his and his wife's extravagant lifestyle, downsized by exchanging Melbourne House for Dover House, Whitehall (now a government office) with the recently married Prince Frederick, Duke of York and Albany, who required a larger property in order to “entertain in style”. The sale price was £23,571. In 1802 the Duke in turn gave up the house and it was converted by Henry Holland into 69 bachelor apartments (known as "sets"). This was achieved by subdividing the main block and its two service wings, and by adding two new parallel long buildings covering most of the garden, running as far as a new rear gate building on Burlington Gardens. Holland's new buildings of 1802–1803 flank a covered walkway supported on thin iron columns and with an upswept roof. The blocks are white painted render in a simpler Regency style than Chambers' work. Most sets are accessed off common staircases without doors, like Oxbridge colleges and the Inns of Court.