Born in Caracas, Guerra started his senior career at hometown club Caracas FC, making his senior debut in 2003 and appearing in four matches during the campaign. He scored his first professional goal on 21 September 2003, in a 6–0 routing of Monagas. In 2004 Guerra was loaned to Primera B Nacional club Juventud Antoniana, for one year. After failing to make a single appearance at the club, he returned to Caracas in the following year and subsequently established himself as a starter. He scored his first goal in the Copa Libertadores on 22 February2007, netting the game's only in a home success over L.D.U. Quito. On 1 July 2010, Guerra announced his departure from the club after having "economical disputes with the club's board".
On 20 July 2010, Guerra signed a one-year contract with fellow top tier club Deportivo Anzoátegui. He made his debut for the club on 8 August, starting and scoring his team's second in a 2–2 home draw against Deportivo Petare. Guerra scored his first professional hat-trick on 3 April 2011, in a 4–2 away win against Estudiantes de Mérida. He repeated the feat late in the month, in a 10–0 home thrashing of Atlético Venezuela. He finished his first and only season at the club with 16 goals, also scoring once in 2011 Copa Sudamericana.
In July2011 Guerra joined Mineros de Guayana. He scored his first goals for the club on 25 September 2011, netting a brace in a 2–1 home win against Llaneros de Guanare. Guerra was a regular starter for Mineros in the following campaigns, as his side finished second in 2013–14. He also played a key role in 2012 Copa Sudamericana, scoring three goals in only four games as his side became the first Venezuelan club to win an away match in the competition.
On 30 June 2014 Guerra moved abroad for the first time in his career, after agreeing to a one-year loan deal at Atlético Nacional. On 5 July of the following year he was bought outright, with Mineros retaining 30% of his federative rights. Guerra featured regularly in the following seasons, and was an important unit in the club's Libertadores winning campaign by playing in 13 matches and scoring three goals; two of them, in a 4–2 home win against Huracán on 3 May 2016, granted their qualification to the quarterfinals. By winning the tournament, he became the first Venezuelan to lift the trophy.
Palmeiras
On 27 December 2016, Brazilian club Palmeiras announced the signing of Guerra, confirming that he will join the club in January 2017 for an undisclosed fee.
Bahia (loan)
On 5 July 2019, Palmeiras reached an agreement for Alejandro Guerra to join Bahia on loan until the end of the season.
