The Argentine midfielder has become a key player at the Stade Louis II, after joining the club from Bordeaux in 2008.
But Alonso has fallen out of favour with Monaco supporters and was jeered off in a 2-0 defeat to valenciennes last month.
“We met at his request and the two of us talked,” said Lacombe.
“It’s become complicated for him here. I think he’s thinking about leaving in the next transfer window.”