I believe this is due to kernel versions, the driver we can get from the manufacturer is outdated. The solution is to get a backport for your kernel version here from kernel.org1
Open a terminal and assuming you downloaded the file to ~/Downloads
and its version number is 4.4.2.1 (replace as appropriate)
cd Downloads
tar xf backports-4.4.2.1*
cd ~/Downloads/backports-4.4.2-1
make defconfig-wifi
make
sudo make install
It will install a lot of things, including the rtl8187, which our Alfa adapter needs.
After the commands finish, reboot. Please note that this wireless card does not support the n-mode, so you may have to change it in your router to allow the b/g/n modes (I had a problem with this, after setting the wireless router and waiting a couple of minutes, everything worked fine).
1kernel version can be seen with uname -r
(I am currently using Ubuntu 16.04 with 4.4.0-34 kernel, but downloaded the 4.4.2-1 backport and it worked)
I got this solution from the following question, just slightly updated it: ALFA AWUS036NH driver