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According to Alexander's attorneys, the evidence is a video of one of the victims after the assault, which was not shown to the jury.
Alexander, 34, was sentenced on August 31 to 59 years to life in prison for the sexual assault and forcible rape of seven girls and young women.
Prosecutors said Alexander lured his young victims with the promise of modeling jobs.
Representing himself during sentencing, Alexander made a tearful appeal for a new trial, alleging misconduct by a jury member and the prosecution, and inadequate legal representation.
"Are they so desperate to get me, why, put the truth out there," said Alexander.
The judge denied his plea, saying Alexander had not shown any remorse for his actions and posed a danger to other young women.
Trials for Alexander are pending in Texas and New York.