How do I disable comments on my photos?

Go to the Photos section and click the pencil icon in the upper right corner of an album to edit it. You can adjust the Who can comment on my photos? setting there as well.

Since the albums "Photos on my wall", "My profile photos" and "Saved photos" have to do with your wall, comments on them can be managed in the My posts section in your privacy settings:

You can also go to your settingsProfile settingsDisable wall comments. If you check that box, users will be unable to comment on both your albums and posts on your wall.
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