Best known for her roles in the films "The Running Man" and "Moscow on the Hudson," Alonso recently taped a commercial for Tea Party California gubernatorial hopeful Tim Donnelly.
Alonso told Fox News Monday night she knew Donnelly "represented the Republican Party, and I know what he wants to bring into this state."
"That doesn't mean I have to agree with everything that he thinks," Alonso said, adding she received vocal criticism for supporting the politically conservative candidate.
"They were saying they were going to burn down the theater, they were going to boycott [the show,]" Alonso told Fox News.
The actress said she dropped out of the production so the controversy didn't eclipse the show.
"This is a thing for me," she said, noting her cast-mates "don't have to go through that."