One of the heroes of Istanbul three years ago, Alonso was treated to a display of affection and support that the Reds manager could not have failed to understand.
Songs outlining what the Anfield faithful felt about a deal for Aston Villa midfielder Gareth Barry were frankly unrepeatable - but the message was clear.
Liverpool fans chanted Alonso's name constantly during the game against a competitive Italian side, and the Spaniard responded with a fine all-action display of passing and running.
There was no Steven Gerrard but this was as strong a side as Benitez could put out.
The captain will probably not make Wednesday's Champions League qualifier at Standard Liege due to a thigh problem, but it appears the Anfield boss settled on something similar to the side that will take the field in Belgium.
Liverpool were crisp and assertive, with Alonso pulling the strings in front of a 43,062 crowd.
They made it eight pre-season games unbeaten, the winner coming in injury-time when Andriy Voronin volleyed home from Jay Spearing's pass.
Fernando Torres had two long-range efforts and a clever header go wide before being replaced at the break by new boy David Ngog.
Torres could have had a couple of first-half penalties following charges by former Newcastle defender David Rozehnal and Stefan Radu, while Robbie Keane and Dirk Kuyt also went close.
In the second period Alonso had a free-kick deflected wide, while Lazio surged forward to see Jose Reina make fine saves from substitute Pasquale Foggia, Stephen Makinwa and former Birmingham loan player Mauro Zarate.
Alonso got another ovation when he was substituted, Benitez shaking his hand warmly. Liverpool made six changes at that point, with Stephen Darby, Diego Cavalieri, Sami Hyypia, Emiliano Insua, Nabil El Zhar and Spearing also getting run-outs.
Jermaine Pennant, Krisztian Nemeth, Steve Finnan and Voronin all soon followed, with Keane one of the players replaced.
His efforts had been appreciated by the Kop, who lapsed into a 'Keano' chant - a word few thought they would ever hear in a Liverpudlian accent.