The five-year-old, known as Kumanjayi Little Baby in line with cultural customs, was found dead in scrubland on April 30.
A 47-year-old man has been charged with her murder.
The prime minister met with the girl's mother and grandparents in Alice Springs on Wednesday, where he also visited Old Timers Camp to lay flowers at her memorial.
"It was mainly an opportunity just to say to the family that the nation stands with them. They are not alone," he told reporters.
"They are trying to bear their way through this with dignity, with respect, and it is, it will remain something that is with them forever."
Kumanjayi Little Baby's family were given a great deal of heart by the community coming together and Australians sharing messages of support, Mr Albanese said.
"They're proud of their much loved daughter and granddaughter of who she was, but there's also a sense of regret that she won't get to be the young woman and woman that she should have become," he said.
The prime minister thanked the hundreds of workers and volunteers who searched for Kumanjayi Little Baby.
Mr Albanese also met with community leaders. He was joined by Indigenous Affairs Minister Malarndirri McCarthy and remote communities special envoy Marion Scrymgour.
Kumanjayi Little Baby's death sparked riots in Alice Springs as hundreds of people gathered outside the hospital where her accused murderer was being treated.
Police evacuated the man to Darwin for his own safety.
He is yet to enter a plea to the murder charge.
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