Madrid moved up to second last night, ahead of city rivals Atletico but still 13 points adrift of leaders Barcelona, with a 2-1 win at Celta Vigo courtesy of two goals from Cristiano Ronaldo.
It completed a wonderful week for Madrid who cruised into the last eight of the Champions League on Tuesday night with a 3-2 aggregate defeat of Manchester United.
And while retaining second place in La Liga is important, Spain international Albiol accepts the Champions League and the Copa del Rey - they meet Atletico in the final in May - are now the priority.
He told the club's official website: "It's clear that La Liga is out of reach. But we have the Copa del Rey and the Champions League, which are in the knock-out stages, and that's our strong suit. You have to focus 100 per cent on these competitions, but without forgetting about La Liga.
"It's our obligation to finish at least second, which means we have to keep adding three points and hope that Atletico lose ground."
Madrid were again reliant on Ronaldo at the Estadio de Balaidos with Karim Benzema and Gonzalo Higuain drawing another blank.
Benzema and Higuain share the lead striker responsibilities for Jose Mourinho's men but have managed just one goal between them in Madrid's last four games.
Aitor Karanka, Mourinho's assistant, said: "They are forwards and they always say, and it is the truth, that there are spells of form.
"It might seem that they are not being accurate enough but the important thing is creating the chances.
"Last year they were going in and this year they are not going in as easily but the important thing is to keep creating the chances and they will start going in and we will win matches more comfortably."