After his retirement from football as a player, Pastoor entered into management as youth coach of AZ Alkmaar in the 2001–02 season. From 2002 to 2005 he stayed in Alkmaar, serving as head coach of local amateurs AFC'34. He was successively appointed as reserve team coach of Fenerbahçe for the 2005–06 season, and then as Gertjan Verbeek's assistant at his former club SC Heerenveen from 2006 to 2008. He was then appointed as youth coach of top-ranked Dutch club Feyenoord for the 2008–09 season.
In July 2009, he took his first head coaching job at a professional level, becoming the boss of Rotterdam-based club SBV Excelsior, a satellite club of Feyenoord. Under his tenure, the small Eerste Divisie side, mostly composed by youngsters on loan from the parent club (and thus all former players of Pastoor under his tenure at Feyenoord), went on to end the regular season in third place and qualify to the promotion playoffs, where they defeated crosstown rivals Sparta Rotterdam in a tense two-legged final and ensured a historic promotion to the Eredivisie. On March 3, 2014, Pastoor was appointed manager at SK Slavia Prague. After a short time in the club, he decided not to extend his contract and instead took the assistant coach role at AZ Alkmaar, coached by Marco van Basten. On 15 September 2014, Alex Pastoor was assigned as caretaker after health problems resulted in Marco van Basten having to step down to the position of assistant. He was sacked by the club after refusing to sign a contract for only nine months.