The Bayern Munich midfielder announced himself with a goal on an impressive night at Molineux.
The Young Lions finish their Euro 2021 campaign unbeaten and top of Group Three, winning nine and drawing one.
They now await next month's group stage draw ahead of the first part of the tournament in March with the knockout phase held in May and June.
Boss Aidy Boothroyd knows at least 15 of the players who, in an ideal world, he will take to Hungary and Slovenia and Musiala, who made his debut against Andorra on Friday, will surely join them.
The 17-yer-old, born in Stuttgart, has been involved in an international tug-of-war with Germany but appears to be focused on England and the Three Lions have another gem.
He was too good for wretched Albania who had a slim chance of qualifying as one of the five best runners-up but those hopes were virtually ended after just four minutes.
Lloyd Kelly, on the edge of his own box, curled a fine pass to Hudson-Odoi on the left and the Chelsea forward advanced unopposed.
He cut inside and, despite his shot lacking serious power, Marco Molla let the ball slip through his fingers.
More sloppy defending allowed Nketiah a couple of openings but England did not need to wait long for a second.
Albania, who finish third in Group Three, were poor and any rare attack failed to trouble the hosts, who made it 3-0 nine minutes before the break.
Musiala had already outlined his class by breezing past his opponents and, this time, he sliced through Albania by swapping passes with Oliver Skipp to go clean through and beat Molla.
Arsenal's Nketiah was denied a fourth by an offside call as England outgunned the visitors.
Josef Bursik did need to save Albion Marku's deflected effort but the Young Lions made it 4-0 seven minutes after the break.
Angelo Ndrecka made a mess of trying to clear Hudson-Odoi's cross and record scorer Nketiah pounced to fire in his 15th goal for the Under-21s through Molla's legs.
Curtis Jones missed the chance to add a fifth when he headed over from six yards and Nketiah should have wrapped up the scoring with 10 minutes left.
He was clattered by Molla in the box yet the goalkeeper guessed correctly to parry the striker's penalty.
But Nketiah did get his second four minutes from time when he cut in from the left and found the bottom corner.