He was noted as an art collector and founded the Albertina in Vienna, one of the largest and finest collections of old master prints and drawings in the world.

This was a special favour granted by her mother, Empress Maria Theresa of Austria, because marriages of imperial children were usually used for diplomatic purposes.

There, he assembled the beginnings of his vast art collection, which he took with him when the couple had to flee from Brussels to Vienna in 1793, due to the French Revolution and following his military defeat by invasion forces at the Battle of Jemappes.

In Vienna, a palace adjoining the Hofburg, originally designed by Emanuel Teles Silva-Tarouca, was enlarged for them by architect Louis Montoyer.

After the early death of his wife in 1798 of typhus, Albert lived only for his art collection, which he bequeathed to his nephew and adopted son, Archduke Charles of Austria.