Wolbachia is a maternally inherited endosymbiont inducing various effects in insects and other invertebrate hosts that facilitate the invasion of naïve host populations. One of the effects is a form of sterility known as cytoplasmic incompatibility (CI) through which females are effectively sterilized when they mate with males harboring a different Wolbachia strain. The repeated mass release of cytoplasmically incompatible males can be a tool to suppress insect populations. Here, we attempt to infect an Aedes albopictus (Skuse) (Diptera: Culicidae) strain, artificially deprived of the natural Wolbachia infection, with a new Wolbachia strain from Culex pipiens (L.) (Diptera: Culicidae). Further experiments were designed to study the effects of the new infection on Ae. albopictus fitness and evaluate key parameters that affect infection dynamics, including CI level and maternal inheritance. Using embryonic microinjection, the new Wolbachia strain was successfully established in Ae. albopictus. Crosses demonstrated a pattern of bidirectional CI between naturally infected and transinfected individuals. Specifically, egg hatch was essentially absent (i.e., CI was very high) in all crosses between the transinfected males and females with a different infection status. Furthermore, naturally infected Ae. albopictus males were incompatible with the transinfected females. Maternal inheritance was close to 100%. Moreover, the new infection did not affect immature and adult survivorship, but it significantly reduced female fecundity and egg hatch rate. The results are discussed in relation to the potential use of the new Ae. albopictus—Wolbachia symbiotic association as a suitable system for the study and development of CI-based strategies for suppressing populations of this important pest and disease vector.