Background: Infections in emergency departments (EDs) are insidious clinical conditions characterised by high rates of hospitalisation and mortality in the short-to-medium term. The serum albumin, recently demonstrated as a prognostic biomarker in septic patients in intensive care units, could be an early marker of severity upon arrival of infected patients in the ED. Aim: To confirm the possible prognostic role of the albumin concentration recorded upon arrival of patients with infection. Methods: A prospective single-centre study was performed in the ED of the General Hospital of Merano, Italy, between 1 January 2021 and 31 December 2021. All enrolled patients with infection were tested for serum albumin concentration. The primary outcome measure was 30-day mortality. The predictive role of albumin was assessed by logistic regression and decision tree analysis adjusted for Charlson comorbidity index, national early warning score, and sequential organ failure assessment (SOFA) score. Results: 962 patients with confirmed infection were enrolled. The median SOFA score was 1 (0–3) and the mean serum albumin level was 3.7 g/dL (SD 0.6). Moreover, 8.9% (86/962) of patients died within 30 days. Albumin was an independent risk factor for 30-day mortality with an adjusted hazard ratio of 3.767 (95% CI 2.192–6.437), p < 0.001. Decision tree analysis indicated that at low SOFA scores, albumin had a good predictive ability, indicating a progressive mortality risk reduction in concentrations above 2.75 g/dL (5.2%) and 3.52 g/dL (2%). Conclusions: Serum albumin levels at ED admission are predictive of 30-day mortality in infected patients, showing better predictive abilities in patients with low-to-medium SOFA scores.