We conducted a mensurative survey to investigate spatial variability and the effect of wave exposure at a range of spatial scales including islands (100s of kilometres apart), locations within islands (10s of kilometres apart), and sites within locations (100s of meters apart), on the composition, abundance and distribution of shallow water algal assemblages across subtidal hard bottoms of the Canarian Archipelago (eastern Atlantic). A multi-scaled hierarchical sampling design provided the framework for quantifying the variation among samples due to each spatial scale and level of wave exposure. Haphazardly placed 50 x 50 cm quadrats were deployed in shallow rocky-reefs to assess community structure and dominance. Non-parametric multivariate techniques, as well as univariate tests, provided evidence to collectively suggest that shallow water algal assemblages differed between protected (leeward) and exposed (windward) shores, with a consistency of its effects across islands, while different spatial scales were also involved in the variability and patchiness of these assemblages. In this sense, differences were clearly taxon and/or group-specific. In general, the presence and abundance of frondose fucoid species was greater at exposed shores compared to protected shores, whereas turf-algae dominated protected shores at each island. Dissimilarities between islands for the overall algal assemblage generally increased with the distance between islands. In particular, the presence and abundance of fucoid species was larger in the eastern islands, while in contrast turf and bush-like algae increased in the western islands. The large-scale gradient of the oceanographic conditions in an east-to-west direction across the Canarian Archipelago provided a parsimonious explanation for this observation, yet some inconsistencies were observed in the overall regional pattern.