He was sacked by the club in March 2010, after his team's poor results in Spain's national domestic league and in European-wide competition.

[1] In 2011, Alonso once again became a head coach in Liga ACB, thanks to his signing of a new contract with Lagun Aro GBC.

[2] In July 2016, he parted with Bilbao Basket,[3] and he signed a two-year deal with Baskonia.

[4] Despite reaching the EuroLeague playoffs, Alonso and Baskonia split up after being eliminated by Valencia Basket in the semifinals of the domestic league play-offs.

He was also an assistant coach with the senior Spain men's national basketball team at the 2014 FIBA World Cup.