At age 18, Alonzo left home to attend Webster University to study theater in St. Louis. However, Alonzo dropped out because she could no longer afford school. She went back to Dallas and moved in with her sister, where she took care of her mother who was sick and of her sister's children. Alonzo's mother died in 2002.
In 2003, a year after her mother died, Alonzo got a job as an office manager at the Addison Improv, and started doing stand-up. Alonzo said that she started doing stand-up as a way to process her grief and talk about her mom and her family. She was part of a small Dallas scene. Alonzo eventually moved to Los Angeles to become a stand-up Comedian.
Alonzo was born in San Juan, Texas, the youngest of four children of mother Natalia Gonzalez, who worked double shifts at a Mexican restaurant for about 20 years, and father Adalberto Alonzo, who is Mexican. When Alonzo's mother was pregnant with Alonzo, Alonzo's mother left her abusive husband and raised the children alone. Alonzo has said that she never met her father, who died in 2009. Alonzo grew up in San Juan, Texas.
Alonzo did a 30-minute segment of Comedy Central's The Half Hour on June 7, 2013. She has appeared on Conan, Late Late Show with Craig Ferguson, Gabriel Iglesias Presents Stand Up Revolution, Showtime, Last Comic Standing, The Late Show with Stephen Colbert and Live at Gotham.
On May 10, 2014, ABC picked up the pilot to series for the 2014–15 television season. After an initial order of 13 episodes, nine additional episodes were ordered, bringing the total count of episodes for season 1 to 22. Cristela is a multi-camera show, shot in front of a live audience. The series concluded on May 7, 2015, and has since been cancelled.
Alonzo voiced Cruz Ramirez in the Disney-Pixar film Cars 3 (2017).
Alonzo has a trademark, raucous laugh: “If I’m laughing, you know I’m either very happy or very sad,” she said. “I cope with things with jokes." She is an observational comic who reflects on stories in her own life. Inspired by Bill Cosby and Roseanne Barr and her favorite childhood shows (The Cosby Show and Roseanne),