He never represented the club officially, however, being loaned to SD Eibar[6] (where he won the Ricardo Zamora Trophy in the Segunda División for the 2001–02 campaign),[7] Recreativo de Huelva[8] and Albacete Balompié, the last two in the top flight.

[9] Playing understudy to José Antonio Luque and César at Recre,[10] Almunia's debut in the Spanish top tier came on 17 November 2002, following a red card to the latter in a 3–0 away loss against Deportivo Alavés.

However, after the Argentine came down with illness he became first-choice,[12] going on to help his team easily escape relegation through a 14th-place finish;[13] his first league appearance was on 9 November 2003, in a 1–0 home defeat to Málaga CF as Roa was suspended.

[15] He made his debut for his new team on 27 October in a 2–1 win at Manchester City in that season's League Cup,[16] and his maiden Premier League appearance came on 4 December against Birmingham City;[17] the highlight of his first year came in the fifth round of the FA Cup, a replay at Sheffield United: with the game finishing 0–0 after extra time and heading to penalties, he saved Alan Quinn and Jon Harley's attempts to book his team a place in the quarter-finals,[18] and was an unused substitute in the final win over Manchester United.

In an interview with German television in October 2007, speaking about manager Arsène Wenger's decision to drop him in favour of the Spaniard, Lehmann said: "It’s possible that some day I’ll feel like talking about the whole issue.

[22] He was given the number one shirt after Lehmann left for VfB Stuttgart at the beginning of the 2008–09 campaign, and he saved another important penalty on 21 March 2009, this time from Newcastle United's Obafemi Martins in a 3–1 victory.

However, on 25 September against West Bromwich Albion, he conceded a penalty (which he saved), let a weak shot slip through the near post and was caught out of position in the opposition's third goal;[28] he lost his place through injury and, upon his return, found himself third-choice behind the Polish duo of Fabiański and Wojciech Szczęsny.

[30][31] On 8 March, he came on as a 19th-minute substitute for the injured Szczęsny against Barcelona in the Champions League last-16 stage, and made a series of saves as Arsenal lost 3–1 at the Camp Nou to exit the tournament, 4–3 on aggregate; he was voted Player of the match by fans on the club's official website.

On 19 March, during a 2–2 draw at West Bromwich, he was caught out of position along with Sébastien Squillaci, gifting the home team their second goal;[33] already with Lehmann back in the club as an emergency signing, he injured his knee during warm-up of the fixture against Blackpool,[34] and did not appear in any more matches for the rest of the season.

On 30 September 2011, Almunia signed an initial one-month emergency loan deal with Championship club West Ham United after Robert Green was ruled out for six weeks with a knee cartilage injury.

[42] On 12 May 2013, in the play-off semi-final second leg at home to Leicester City, Almunia made a double save from Anthony Knockaert's penalty in injury time, with Watford leading 2–1 but still level on aggregate.

[48][49] Almunia, whose brother served in the United Nations Peacekeeping Operations in Kosovo, has an interest in the Second World War and regularly visited sites associated with the conflict before European games with Arsenal.