What kind of algae? You need to post a picture for proper identification. You also need to provide tank information so as response can be posted that will help you correct the problem since algae is caused from an imbalance of lighting, CO2, and ferts.
What size is the tank and how long has it been setup?
What type light and bulbs are you using?
How long do you run lighting daily?
Is the tank planted?
How often do you do WC's?
How much water do you change out each time?
What is your nitrate and phosphate levels?
Different types of algae can be caused from different things so knowing and seeing the type of algae you have is important. Some types of algae can be spot treated with hydrogen peroxide 3% or liquid carbon. The main thing is to find out what is causing it and fixing that problem.