In 2003, a year after her mother died,[14] Alonzo got a job as an office manager at the Addison Improv,[10] and started doing stand-up. Alonzo said that she started doing stand-up as a way to process her grief and talk about her mom and her family.[11] She was part of a small Dallas scene.[15] Alonzo eventually moved to Los Angeles to become a stand-up comedian.[2]