Born in Camprodon, province of Girona, to Ángel Albéniz (a customs official) and his wife, Maria de los Dolores Pascual, Albéniz was a child prodigy who first performed at the age of four. At age seven, after apparently taking lessons from Antoine François Marmontel, he passed the entrance examination for piano at the Conservatoire de Paris, but he was refused admission because he was believed to be too young. By the time he had reached 12, he had made many attempts to run away from home.