Albert (left) with his elder brother Ernest
and mother Louise
, shortly before her exile from court
Albert was born at Schloss Rosenau, near Coburg, Germany, the second son of Ernest III, Duke of Saxe-Coburg-Saalfeld, and his first wife, Louise of Saxe-Gotha-Altenburg. Albert's future wife, Victoria, was born earlier in the same year with the assistance of the same midwife, Charlotte von Siebold. Albert was baptised into the Lutheran Evangelical Church on 19 September 1819 in the Marble Hall at Schloss Rosenau with water taken from the local river, the Itz. His godparents were his paternal grandmother, the Dowager Duchess of Saxe-Coburg-Saalfeld; his maternal grandfather, the Duke of Saxe-Gotha-Altenburg; the Emperor of Austria; the Duke of Teschen; and Emanuel, Count of Mensdorff-Pouilly. In 1825, Albert's great-uncle, Frederick IV, Duke of Saxe-Gotha-Altenburg, died. His death led to a realignment of Saxon duchies the following year and Albert's father became the first reigning duke of Saxe-Coburg and Gotha.
Albert and his elder brother, Ernest, spent their youth in a close companionship marred by their parents' turbulent marriage and eventual separation and divorce. After their mother was exiled from court in 1824, she married her lover, Alexander von Hanstein, Count of Polzig and Beiersdorf. She presumably never saw her children again, and died of cancer at the age of 30 in 1831. The following year, their father married his niece, his sons' cousin Princess Marie of Württemberg; their marriage was not close, however, and Marie had little—if any—impact on her stepchildren's lives.
The brothers were educated privately at home by Christoph Florschütz and later studied in Brussels, where Adolphe Quetelet was one of their tutors. Like many other German princes, Albert attended the University of Bonn, where he studied law, political economy, philosophy and the history of art. He played music and excelled at sport, especially fencing and riding. His tutors at Bonn included the philosopher Fichte and the poet Schlegel.