Alonso’s professional activity began in 1938 on Broadway, with her debut in two variety shows: Great Lady and Star in Your Eyes. A year later, she joined the American Ballet Caravan, the predecessor of today’s New York City Ballet. In 1940, she went on to the newly-formed American Ballet Theatre of New York at which time began her extraordinary career. She danced principal roles in the masterpieces of the classical and romantic repertories. Working with Michel Fokine, George Balanchine, Léonide Massine, Bronislava Nijinska, Antony Tudor, Jerome Robbins, Agnes de Mille, and other important choreographers of the 20th century, Alonso danced lead roles in major world premieres such as Undertow, Fall River Legend and Theme and Variations, and as a principal dancer in various European and Latin American countries.
In 1948, in the interest of developing ballet in Cuba, Alonso created the Ballet Alicia Alonso in Havana, the precursor to the National Ballet of Cuba. In this period, she divided her time between the American Ballet Theatre and her own company, which she maintained with very little financial support. In 1959, the Cuban Revolutionary Government offered its support.