Aims. We present the first albedo determination of 2867 Steins, the asteroid target of the Rosetta space mission together with 21 Lutetia.Methods.The data were obtained in polarimetric mode at the ESO-VLT telescope with the FORS1 instrument in the V and R filters. Observations were carried out from June to August 2005 covering the phase angle range from 10.3° to 28.3°, allowing the determination of the asteroid albedo by the well known experimental relationship between the albedo and the slope of the polarimetric curve at the inversion angle. Results.The measured polarization values of Steins are small, confirming an E-type classification for this asteroid, as already suggested from its spectral properties. The inversion angle of the polarization curve in the V and R filters is respectively of 17.3 ± 1.5° and 18.4 ± 1.0°, and the corresponding slope parameter is of 0.037 ± 0.003%/deg and 0.032 ± 0.003%/deg. On the basis of its polarimetric slope value, we have derived an albedo of 0.45 ± 0.1, that gives an estimated diameter of 4.6 km, assuming an absolute V magnitude of 13.18 mag.