Albers studied at the School of Applied Arts (Kunstgewerbeschule) in Hamburg in 1920 but eventual disillusionment with traditional teaching methods prompted her to go in search of a more experimental training. Captivated by a brochure she saw for the Bauhaus, a new German center of design and applied arts in Weimar, she decided in 1922 to apply for a place there.

Despite the theoretically liberal character of the Bauhaus, Albers had to open her way through a male world. Walter Gropius, the director of the institution, discouraged women from attending classes regarded as excessively "physical", such as metalwork or carpentry. Albers therefore opted for textiles, but even so described the Bauhaus as “an adventurous school that knew we had to break away from academic art”.

Her interests did not coincide completely with the practical and industrial focus of the Bauhaus, but the breadth and freedom of the curriculum proposed by the school allowed her to develop her artistic inclinations:

"What made it exciting to be at the Bauhaus was that there was no system to teach yet […] and that you felt that you were completely on your own and that you had to find somehow your way of functioning […]. This vacuum is something probably very important for every student to experience."