The Rugby Park side were on the hunt for a boss to fill the considerable shoes of Steve Clarke who, in less than two seasons, led the club from scrapping in the muck at the bottom of the Ladbrokes Premiership to their highest finish since 1966 and a return to Europe.
His work with Killie saw him appointed as Scotland boss to the delight and expectation of a lot of the country's fans.
Between Clarke's departure and Alessio's appointment, a number of managers were either linked to or expressed an interest the post. A lot of the names were have-beens or never-beens, ones bandied about with every vacancy.
The Italian's arrival came from left field, and it is a field which excites.
Is it a risk? Of course, there are very few managers anywhere in the world who are nailed-on certainties to be a success.
Fans want to be enlivened by an appointment, especially when they have witnessed one of their greatest ever managers depart. An exotic name does that, but more than anything it is Alessio's CV, both as a player and a manager.
With more than 100 games for Juventus which included a Coppa Italia and Uefa Cup win, as well as spells at Bologna and Bari, Alessio knows how to handle and deal with pressure.
That pressure only increases in management.
After a spell as assistant in the demanding environment of Napoli, Alessio took his first foray into management. And, as so many of Italy's top coaches have done, he started with small clubs who are barely known on the Italian peninsula let alone on the European stage.
First up was Imolese before Massese and then SPAL. These are important, formative years in a manager's career.
Progression up the Italian football pyramid came through different move. Alessio joined his former Juve colleague Antonio Conte as assistant at Siena.
In essence it should have be a less-demanding, less-pressured role but that's not the case when working with Conte, as he did at Juventus, Chelsea and with the Italian national team.
The new Inter Milan boss said: “Angelo is my right-hand man and also, if you will, my most regular ‘victim’ because he is the closest man to me, the one I have the most direct relationship with."
Conte is the ultimate disciplinarian.
He is well known for being strict with players' diet and a Sgt Major type on the training ground where he likes his charges to "sweat blood and eat grass".
One of his favoured and infamous drills is:
Run 100 metres within 20 seconds; rest for 20 seconds -- repeat for seven minutes.
Run 75 metres within 15 seconds; rest for 15 seconds -- repeat for seven minutes.
Run 50 metres within 10 seconds; rest for 10 seconds -- repeat for seven minutes.
"When you finish training, you are dead. Not tired — dead," said Italian defender Giorgio Chiellini.
Yet, with someone so demanding as Conte, it is unlikely Alessio is as exacting and stringent. He'll have had to been the conduit between players and manager. Therefore he will know how to communicate and those who have met him regard him as friendly and personable.
But, similarly to Clarke, having been around success, including three Serie A tiles and one Premier League, for so long he will have picked up significant experience, learned from the best, coached the best. Working to such high standards for so long, the small details will matter, he will be switched on tactically and will be no shrinking violet.
Without wanting to come across disrespectful in the slightest, if you can coach and get your point across to Eden Hazard and Paul Pogba, you can do the same with Alan Power and Eamonn Brophy.
Coming from such an environment will instantly generate respect within the changing room. Yet, that respect will last only so long unless there are the results to go along with.
It is an appointment which has surprised and one dripping in intrigue, adding another thread to a season fans are already gearing towards. It speaks volumes of the progress of Kilmarnock in recent years that they are able to attract such a manager with the requisite CV.
Who knows what is in store for Killie but, if anything, it will be fascinating viewing.