He began his head coaching for the Green Bay Gamblers of the United States Hockey League (USHL) from 2011 to 2014, where he accumulated a record of 114–56–8–6.
In his first season in 2014, he led the Walleye to a 50–15–5–2 record and won the John Brophy Award as the ECHL's Coach of the Year.
He then served as the head coach of the Iowa Wild of the American Hockey League (AHL) from 2016 to 2018, where he posted a 69–58–17–8 record.
He served as an assistant coach for the Tampa Bay Lightning of the National Hockey League (NHL) from 2018 to 2022, helping lead the team to consecutive Stanley Cup titles in 2020 and 2021.
[citation needed] Following a 13–17–4 start to the 2024–25 season, Lalonde was fired by the Red Wings on December 26, 2024, and replaced by Todd McLellan.