On May 3, 2007 he signed a minor league contract with the Washington Nationals, and played most of the season for the Class-AA Harrisburg Senators, compiling a 4.17 earned run average in 21 appearances. He moved up to the Class-AAAColumbus Clippers and finished the season extremely well, posting an ERA of 0.78 in 14 appearances. When rosters expanded in September, the Nationals, then leading the league in innings pitched by relievers, brought him up. On September 5, 2007, Albaladejo made his Major League debut. In the top of the third inning, in a game against the Florida Marlins, Tim Redding was injured by a batted ball and needed to be replaced. Albaladejo entered the game with two men on and one out, and allowed a ground ball and a pop up. In the fourth inning, Albaladejo struck out the side, and then was relieved.
On December 4, 2007 he was traded to the New York Yankees for relief pitcher Tyler Clippard. The deal is regarded, years later, as one of the worst in Brian Cashman's tenure as Yankees General Manager. He made the Yankees' Opening Day roster in 2008, but only pitched in 7 games because of an elbow injury suffered on May 9, 2008. Albaladejo again made the Yankees' major league roster to start the 2009 season. After posting an earned run average of 6.00 in 18 appearances through May 22, he was optioned to Triple-AScranton/Wilkes-Barre to make room on the roster for pitcher Chien-Ming Wang. In 17 innings at Triple-A he compiled a 1.59 ERA and 0.65 WHIP, earning a promotion back to the majors when Chien-Ming Wang was placed on the disabled list on July 5, 2009. He was sent back down to Scranton on July 10, 2009 to make room for Mark Melancon. Though he did not make the postseason roster, he got his first World Series ring when the Yankees won their 27th franchise World Series title by beating the Phillies. Albaladejo began the 2010 season with Scranton/Wilkes-Barre. After a poor spring training, Albaladejo transitioned from his two-seam fastball to his four-seam fastball, which allowed him more control. He was named International League Pitcher of the Week from July 5–12, and from July 12–18, and pitched in the Triple-A All-Star Game. After saving 31 games in 32 chances with a 0.96 ERA, he was called up to the Yankees on July 20. However, he was optioned back to Scranton/Wilkes-Barre on July 24 to make room for Sergio Mitre. Albaladejo set an International League single-season record for saves in 2010 with 43. He was named to the International League Postseason All-Star team. He was called up by the New York Yankees when the rosters expanded at the start of September and pitched innings for the Yankees during the 2010 season. During the offseason, Albaladejo asked the Yankees to release him so he could pursue a career in Japan.
Yomiuri Giants
Albaladejo signed a one-year contract with the Yomiuri Giants of Japan's Central League. In 46 games in Japan, he was 2-2 with a 2.45 ERA.
Arizona Diamondbacks
The Arizona Diamondbacks signed him on December 13, 2011. In 49 games with the club's AAA affiliate in Reno, Albaladejo recorded 25 saves and struck out 60 in innings of work. He was called up by the Diamondbacks at the end of the minor league season, posting an ERA of 9.00 in 3 games.
On December 16, 2012, Albaladejo signed a minor league deal with the Miami Marlins. He spent the entirety of the 2013 season with their AAA club, the New Orleans Zephyrs, recording a 3.80 ERA and 72 strikeouts in innings. He was granted free agency after the season.
On November 1, 2017, Albaladejo was drafted by the Lancaster Barnstormers in the Bridgeport Bluefish dispersal draft. On February 26, 2018, he signed with the team for the 2018 season. Albaladejo re-signed for the 2019 season as a player-coach. He retired as an active player following the season and was later hired as bullpen coach for the Toros de Tijuana of the Mexican League.