Albert Pieczonka was born in Königsberg on the Baltic coast of East Prussia. Today, this city, which was heavily damaged during the Second World War, is named Kaliningrad. It lies within the Kaliningrad Oblast, the westernmost exclave of Russia. In 1858, or thereabout, the Pieczonka family emigrated from continental Europe to London, England. In England, Pieczonka performed concerts and gave music lessons to children of the wealthy. It was in England that he composed several of his most recognized pieces including Dancing Waves, Polish Chivalry, and the Tarantella in A Minor.