In connection with fundamental issues relevant to magnetized target fusion, the distribution function of thermonuclear alpha particles produced in situ in a dense, hot, and strongly magnetized hydrogenic plasma considered fully ionized in a cylindrical geometry is investigated. The latter is assumed in local thermodynamic equilibrium with Maxwellian charged particles. The approach is based on the Fokker–Planck equation with isotropic source S and loss s terms, which may be taken arbitrarily under the proviso that they remain compatible with a steady state. A novel and general expression is then proposed for the isotropic and stationary distribution f(v). Its time-dependent extension is worked out numerically. The solutions are valid for any particle velocity v and plasma temperature T. Higher order magnetic and collisional corrections are also obtained for electron gyroradius larger than Debye length. f(v) moments provide particle diffusion coefficient and heat thermal conductivity. Their scaling on collision time departs from Braginski’s.