A product of Oulun Kärpät, Jalonen played parts of two seasons (82-83, 83-84) at the NHL level, with the Calgary Flames and Edmonton Oilers.

During the 2013–14 season, he took over as head coach of fellow KHL team Lev Praha and guided the side to the Gagarin Cup finals, losing to Metallurg Magnitogorsk in seven games.

In April 2016, he was named head coach of SC Bern of the Swiss top-flight National League A (NLA).

[1] He guided the Finnish national team to a silver medal at the 2016 IIHF World Championships in Russia[2] before stepping aside to take on the Bern job.

Jalonen accepted a two-year contract to coach the Finnish U20 national team, covering the 2023 and 2024 IIHF U20 world championships.