Having represented both Real Madrid and Barcelona during his career, Alfonso possessed above-average heading ability despite not reaching 180 cm.

In 1991, aged just 18, he made his professional debut with Real Madrid and, although he never carved a regular place in the starting XI – playing mostly as understudy to Emilio Butragueño first and then Iván Zamorano – helped the capital side to the 1995 national championship.

The player had a difficult time adjusting at the Camp Nou, netting only twice in his first year and serving an unsuccessful loan spell at French Ligue 1 side Marseille in January 2002, alongside Real Madrid's Alberto Rivera.

After another two seasons where he struggled with injuries and loss of form (ten scoreless games in 2004–05), he retired from football when his contract expired in June 2005, having scored more than 100 official goals during his career; he subsequently returned to Real Madrid, joining its veterans' team.

[4] The most important of his 11 goals was scored against Yugoslavia in UEFA Euro 2000: the team was losing 3–2 in injury time, needing a win to qualify from the group at Norway's expense.