The Albany Sub-branch is the third oldest sub-branch in Western Australia, receiving its charter on 17 October 1917.

Albany has a very significant link to Australia's ANZAC heritage as it was on King George’s Sound, the deep water outer harbour, that the ships carrying Australian and New Zealand troops to World War 1, gathered to form two convoys that sailed on 1 November and 31 December 1914 respectively. These convoys sailed for Egypt, arriving at Alexandria with the disembarking troops then engaged in acclimatisation and operational training before again embarking to eventually wade ashore to immortality on the Gallipoli Peninsula on 25 April 1915.