diff --git a/homeassistant/components/aemet/__init__.py b/homeassistant/components/aemet/__init__.py
index 9ec52faec00..79dc3cc55ce 100644
--- a/homeassistant/components/aemet/__init__.py
+++ b/homeassistant/components/aemet/__init__.py
@@ -1,6 +1,7 @@
 """The AEMET OpenData component."""
 
 import logging
+import shutil
 
 from aemet_opendata.exceptions import AemetError, TownNotFound
 from aemet_opendata.interface import AEMET, ConnectionOptions, UpdateFeature
@@ -10,8 +11,9 @@ from homeassistant.const import CONF_API_KEY, CONF_LATITUDE, CONF_LONGITUDE, CON
 from homeassistant.core import HomeAssistant
 from homeassistant.exceptions import ConfigEntryNotReady
 from homeassistant.helpers import aiohttp_client
+from homeassistant.helpers.storage import STORAGE_DIR
 
-from .const import CONF_STATION_UPDATES, PLATFORMS
+from .const import CONF_STATION_UPDATES, DOMAIN, PLATFORMS
 from .coordinator import AemetConfigEntry, AemetData, WeatherUpdateCoordinator
 
 _LOGGER = logging.getLogger(__name__)
@@ -29,6 +31,8 @@ async def async_setup_entry(hass: HomeAssistant, entry: AemetConfigEntry) -> boo
 
     options = ConnectionOptions(api_key, update_features)
     aemet = AEMET(aiohttp_client.async_get_clientsession(hass), options)
+    aemet.set_api_data_dir(hass.config.path(STORAGE_DIR, f"{DOMAIN}-{entry.unique_id}"))
+
     try:
         await aemet.select_coordinates(latitude, longitude)
     except TownNotFound as err:
@@ -57,3 +61,11 @@ async def async_update_options(hass: HomeAssistant, entry: ConfigEntry) -> None:
 async def async_unload_entry(hass: HomeAssistant, entry: ConfigEntry) -> bool:
     """Unload a config entry."""
     return await hass.config_entries.async_unload_platforms(entry, PLATFORMS)
+
+
+async def async_remove_entry(hass: HomeAssistant, entry: ConfigEntry) -> None:
+    """Remove a config entry."""
+    await hass.async_add_executor_job(
+        shutil.rmtree,
+        hass.config.path(STORAGE_DIR, f"{DOMAIN}-{entry.unique_id}"),
+    )
diff --git a/tests/components/aemet/test_init.py b/tests/components/aemet/test_init.py
index cf3204782cd..d6229438582 100644
--- a/tests/components/aemet/test_init.py
+++ b/tests/components/aemet/test_init.py
@@ -9,6 +9,7 @@ from homeassistant.components.aemet.const import DOMAIN
 from homeassistant.config_entries import ConfigEntryState
 from homeassistant.const import CONF_API_KEY, CONF_LATITUDE, CONF_LONGITUDE, CONF_NAME
 from homeassistant.core import HomeAssistant
+from homeassistant.helpers import entity_registry as er
 
 from .util import mock_api_call
 
@@ -24,6 +25,7 @@ CONFIG = {
 
 async def test_unload_entry(
     hass: HomeAssistant,
+    entity_registry: er.EntityRegistry,
     freezer: FrozenDateTimeFactory,
 ) -> None:
     """Test (un)loading the AEMET integration."""
@@ -47,6 +49,12 @@ async def test_unload_entry(
         await hass.async_block_till_done()
         assert config_entry.state is ConfigEntryState.NOT_LOADED
 
+        assert await hass.config_entries.async_remove(config_entry.entry_id)
+        await hass.async_block_till_done()
+
+        assert hass.states.get("weather.aemet") is None
+        assert entity_registry.async_get("weather.aemet") is None
+
 
 async def test_init_town_not_found(
     hass: HomeAssistant,