She was raised 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,[6] and father Adalberto Alonzo, both of whom were from Mexico.

[3] Alonzo's mother came from the small village of El Zancarron in San Luis Potosi, Mexico.

[8] Throughout her childhood, on her mother's weekly day off, Alonzo spent time with her paternal grandmother in Reynosa, Mexico, just across the border.

[5] For the first eight years of Alonzo’s life, the family squatted in an abandoned diner, and were homeless and destitute, even with her mother working double shifts as a waitress.

[7] At age 18, Alonzo left home to attend Webster University to study theater in St. Louis.

[3] In 2003, a year after her mother died, Alonzo got a job as an office manager at the Addison Improv[8] and started doing stand-up.

[14] Alonzo spent two years traveling on a bus with the Honduran-born American comedian Carlos Mencia and several other comics.

[3] In 2010, Alonzo was a semi-finalist on the TV show Last Comic Standing, which raised her visibility and led to a May 2011 segment in the comedy showcase Legally Brown.

In 2013, with TV producer Becky Clements, Alonzo created her own semi-autobiographical comedy pilot Cristela for ABC.

In an unusual move, they decided to plan to shoot a pilot presentation with the penalty money (a 30% fee they got when the network initially passed).

[16] On February 26, 2014, they shot a pilot presentation,[17] filmed on the stage of Last Man Standing with much of that show's crew to save money; it got a strong testing response from the audience.

[29] In 2020, in association with Vox Media Podcast Network, Alonzo hosted and voiced the 11-episode podcast Chicano Squad, which details the story of a five-man Latino homicide investigation squad who worked to resolve police injustice in the Houston area during the 1970s.

In 2021, it was announced that Alonzo would host The CW's revival of the 1990s game show Legends of the Hidden Temple.

[31] After the 2016 election, Alonzo has stated that with the mentorship and encouragement of Dolores Huerta and poet Sonia Sanchez, she became more politically active, with a focus on immigration and healthcare.