The 23-year-old Thai-Briton climbed gingerly out of his wrecked car, but not after a huge scare that drew gasps from the crowd in Shanghai.
Albon, who is in his first season in F1, lost control as he entered the straight and careened into a wall with minutes left in the practice session.
His car was badly mangled and there was a frantic call from engineers asking if he was ok.
“I’m fine, sorry,” came the reply from a shaken Albon, who was able to walk away but will be assessed by medical personnel.
Mercedes’ Valtteri Bottas went fastest for the second practice session in a row, clocking a time of one minute 32.830 seconds.
Second was the Ferrari of Sebastian Vettel, 0.392 seconds off the pace, with team-mate Charles Leclerc third.
World champion Lewis Hamilton was fourth in the other Mercedes.
Qualifying for the Chinese Grand Prix — the 1,000th race in Formula One — takes place at 2:00 p.m. (0600 GMT).
It remains to be seen whether Albon, who is among a number of talented new drivers in F1, takes part.
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