Sunderland got the better of Everton 3-0 at the Stadium of Light in the Premier League.
The win against the Toffees means that the Black Cats will not get relegated to the Championship at the end of the season.
Alonso, who played on loan at Sunderland from Fiorentina in 2014, has taken to Twitter to express his joy.
Alonso has scored three goals and created 42 chances in 30 Serie A appearances for Fiorentina this season.
The 25-year-old Spanish left-back has a pass accuracy of 83% and a shot accuracy of 27%, and has won 49 headers, 23 dribbles and 38 tackles.
Fiorentina are fifth in the Serie A table at the moment with 61 points from 37 matches.
During his loan spell at Sunderland, Alonso made 11 appearances in the Premier League.
The defender created nine chances, had a pass accuracy of 73% and a shot accuracy of 38%, and won 20 headers, 11 dribbles and 32 tackles.