Both sides struggled to carve out any clear cut chances early in the game as they lacked quality in the final third of the pitch.
The home side produced the calibre of play needed to break the deadlock in the 42nd minute when Aaron Meijers raided down the left and hit a pinpoint cross into the middle for Michiel Kramer, who fired a bullet header past Sergio Rochet.
However, the visitors responded almost immediately when Simon Poulsen did brilliantly down the left, drilling a powerful left-footed shot from a tight angle into the top corner.
After the break, AZ went ahead when Mattias Johansson showed his marker a clean pair of heels as he raided past his man down the right and into the box. He then drilled an effort in at the near post past Martin Hansen.
The visitors scored their third goal of the evening in spectacular fashion when Nemanja Gudelj powered a free kick from outside the area over the wall and into the top corner of the net.
ADO Den Haag were not done though as they kept their hopes of getting a point out of the game alive when Roland Alberg turned neatly inside the area and poked a shot past Rochet into the bottom corner.
The home side upped the ante late in the game but Alkmaar managed to hold out for the three points.