Cavallini played boys hockey from the age of six, including AAA boys hockey from the age of 10. As a freshman in high school, she played for the Chicago Mission AAA Boys Bantam Majors. That team won state and regional champions and participated in the USA Hockey National Championships. In addition to hockey, Cavallini also played varsity girls lacrosse for Arrowhead Head School, in which she won two state titles in 2007 and 2008 Alex Cavallini became the first woman ever to be drafted in the United States Hockey League, when she was selected in the 16th round, 199th overall by the Chicago Steel. Of note, the Steel also drafted Jake Chelios, son of Red Wings defenceman Chris Chelios in the 4th round, 49th overall and David Bondra, son of sniper Peter Bondra in the 7th round, 82nd overall. Cavallini played the previous two seasons with the Milwaukee Admirals Midget Minor boys team.
NCAA
December 10–11, 2010: On December 10, Alex Cavallini earned her third collegiate shutout in a conference road victory at St. Cloud State. She improved her won-loss record to 11–1–0. At 11–1–0, Cavallini's.917 winning percentage tops the WCHA and is fourth in the nation. She also ranks third in the WCHA with a 1.86 goals-against average and is fifth in the league with a.919 save percentage.
At the midway point of her rookie season, she played in 10 games with an 8–1–0 record. Statistically, she has made 194 total saves and allowed 18 goals for a.915 save percentage and a 1.93 goals against average. In her collegiate debut, she earned her first career shutout. On October 8, Cavallini earned her first WCHA victory with a 7–1 victory over Bemidji State. She made a season-high 37 saves in a 3–2 overtime win against Minnesota Duluth on November 26.
January 28–29, 2011: Alex Cavallini made a combined 50 saves and allowed three goals as the top-ranked Badgers earned a tie and victory against Minnesota. She 23 saves on January 28 in a 2–2 overtime tie. The following day, she made 27 saves while earning her 17th victory of the season. The match was played before a women's college hockey record crowd of 10,668. Over the two game period, she had a.943 saves percentage and had four shutout periods, including the one 5:00 overtime segment. She is now unbeaten in her last 11 games and her.900 winning percentage leads the WCHA. Her 1.95 GAA is first in the WCHA.
March 12, 2011: In her first appearance in the NCAA Tournament, Cavallini made 29 saves against the defending NCAA champion Minnesota-Duluth Bulldogs. With the victory, Cavallini improved her record to 25–1–2.
Cavallini played in the championship game of the 2011 NCAA Women's Division I Ice hockey Tournament and made 15 saves to help the Badgers win their fourth Frozen Four title in six years. She finished her rookie season with a record of 27–1–1.
Cavallini graduated from the Badgers as the program's all-time leader in wins with 100, minutes played with 7,881:09 and saves with 3,126. Of note, her.941 save percentage is tied for first in program history. A 3–1 victory over Bemidji State helped Cavallini surpass Jessie Vetter for the Badgers mark in career wins.
Team USA
She participated in the 2009 IIHF Under 18Women's World Championship and won a gold medal. Statistically, she had a.947 saves percentage with a 1.28 goals against average. In addition, she participated in the 2008 and 2009 USA Hockey Women's National Festival. From 2006 to 2009, she participated in USA Hockey National Development Camps.
CWHL
Claimed by the Calgary Inferno in the fourth round of the 2018 CWHL Draft, Cavallini became their starting goaltender for the 2018–19 season. In her first season of professional hockey, she would earn All-Star recognition, playing with Emerance Maschmeyer for Team Purple in the 4th Canadian Women's Hockey League All-Star Game. Coincidentally, the two would play against each other in the 2019 Clarkson Cup Finals, with Maschmeyer starting for Montreal. Of note, Calgary would emerge victorious, defeating Maschmeyer and Montreal by a 5–2 count.
Awards and honors
Directorate Award, Best Goaltender, 2009 IIHF Under 18 Women's World Championships
Directorate Award, Best Goaltender, 2010 IIHF Under 18 Women's World Championships