Denny began her early career steps at News Radio Caracol 1260 AM in Miami were she collaborated producing the morning show broadcast. Over the years Denny was transferred to New York City to be the Caracol Network Correspondent doing reports on radio and TV for one of the biggest broadcasting companies in Latin America. While covering news in the big apple Denny Alfonso started working for SBS at la Mega 97.9 FM. 
In 2004 Denny became a Correspondent for CNN en Español and News Producer-Writer at Univision. From 2008 to 2010, she served as a News reporter and Reporter at Hispanic Information and Telecommunications Network. From 2010 to 2015, Denny was a News correspondent at The Associated Press. In 2011-2013, she worked as a News, Sports & Entertainment Correspondent / Anchor at Yahoo. During 2011-2015, she worked at NBC News. From 2017 and until now, Denny has been a Reporter at ESPN.