Alonzo was born 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, and father Adalberto Alonzo, who is Mexican. When Alonzo's mother was pregnant with Alonzo, Alonzo's mother left her abusive husband and raised the children alone. Alonzo has said that she never met her father, who died in 2009. Alonzo grew up in San Juan, Texas.