For Real Sociedad, this was a one-off chance and they took it, edging a final that was tight, tense and without clear openings, but one in which the better team were lifting the trophy at the finish.
German newspaper Bild reported earlier this week that Alonso, who won the World Cup and two European Championship titles and was a Champions League winner at Liverpool and Real Madrid, was set to take over at Borussia Moenchengladbach next season.
More good footwork from Rashford then drew Joe Willock into an ill-advised challenge inside the box and the on-loan Arsenal midfielder conceded a penalty.
Before joining Arsenal he was linked with a move to Spanish club Real Sociedad, where he spent last season on loan, helping them finish sixth and qualify for the Europa League.
The Catalans have endured an inconsistent season so far, losing four times already in the league, and sit six points off pacesetters Atletico Madrid, Real Sociedad and Real Madrid.
Ole Gunnar Solskjaer's side finished third in their Champions League group and dropped into the second tier competition after last week's defeat by RB Leipzig.
However the three points are a boost ahead of the visit of Sociedad on Wednesday, which is then followed up by another home clash with Valencia on Saturday.