Other media outlets reported that she had angered Paraguayan officials after shunning the official kit while in the Olympic village in favour of wearing her own clothes.
Now, Alonso has broken her silence on the situation.
Taking to her Instagram stories, she shared a snap showing her watching the sunset from a balcony with a hot drink.
The swimmer then wrote [translated]: “I just wanted to clarify that they never took me out or expelled me from anywhere, stop spreading false information.
“I don’t want to give any statement but I’m not going to let lies affect me either.”
Alonso has reportedly now returned to the US, where she goes to university in Dallas, Texas.