Albany is a port city in the Great Southern region in the Australian state of Western Australia, 418 kilometres southeast of Perth, the state capita…Albany is a port city in the Great Southern region in the Australian state of Western Australia, 418 kilometres southeast of Perth, the state capital. The city centre is at the northern edge of Princess Royal Harbour, which is a part of King George Sound. The central business district is bounded by Mount Clarence to the east and Mount Melville to the west. The city is in the local government area of the City of Albany. While it is the oldest colonial, although not European, settlement in Western Australia — predating Perth and Fremantle by over two years — it was a semi-exclave of New South Wales for over four years until it was made part of the Swan River Colony.