D. Afonso was the son of Jorge Furtado de Mendonça, Commander of the Entries, of Patterns and of the Dam in the Order of Santiago, and of his wife D. Mécia Henriques.

He made his first studies in Lisbon and confirmed them in Coimbra, according to the Bibliotheca Lusitana, Tomo I, page 36.

He was appointed Bishop of Guarda in August 1609, taking office on 13 February 1610, where he "took away the pernicious roots of many abuses and introduced the sacred ordinances of the Council of Trent".

He was appointed Archbishop of Lisbon in January 1626, confirmed by Pope Urban VIII on December 3 of that same year, being until his death on 2 June 1630.

He was also created one of the Governors of the Kingdom, along with Diogo de Castro, Count de Basto, and Diogo da Silva, Count of Portalegre, a post he held from 13 September 1623 until shortly before his death.