Alfonso appeared in 38 games for Spain, making his debut in a friendly match against England on 9 September 1992, in Santander. The most important of his 11 goals was scored against Yugoslavia in UEFA Euro 2000: the team was losing 3–2 in injury time, needing a win to qualify from the group at Norway's expense. In the 90th minute, a penalty was won and converted by Gaizka Mendieta, and with seconds remaining Alfonso volleyed a spectacular shot past Ivica Kralj for his second of the game and the win.