He died aged six near Palermo, Sicily, during a storm on board HMS Vanguard, a British Royal Navy warship, whilst his family was fleeing, under the care of Admiral Lord Nelson, from Napoleonic troops approaching Naples.

The Vanguard's topsails were blown to pieces, and "in the ladies' quarters the Duchess of Castelcicala cut her head on Admiral Nelson's sideboard and little Prince Alberto fell into convulsions".

[9] The Ambassador, her husband Sir William Hamilton, also "made every sacrifice for the comfort of the august royal family", but was found during the height of the gale in his cabin with pistols in each hand "resolved not to die with the 'guggle-guggle-guggle' of the salt water in his throat".

[10] On Christmas Day morning the wind moderated, and although Prince Alberto "apparently entirely recovered, ate a hearty breakfast", he soon afterwards began to "display symptoms of agony" and by 7pm had died in the arms of Lady Hamilton, whose favourite of all the royal children he had become.

[11] A mourning brooch containing two lockets of his blonde hair survives in the National Museum of the Royal Navy, Portsmouth (item RNM 1957/53) inscribed "Prince Albert died in my arms 25th Dec'r 1798", and on the reverse "1st Aug 98", with depiction of a gold trident breaking in two a French flag,[12] the date of Nelson's victory in the Battle of the Nile, which had saved the Kingdom of Naples from Napoleonic conquest by sea.