The 23-year-old Real Sociedad star has been heavily linked with a £26 million move to the Spanish capital, following his excellent displays for Spain Under-21s in the European Championship coming after a stand-out season in La Liga.
“He’s a good player who would be an excellent addition at Real Madrid," Alonso is quoted as saying by AS. “But I prefer not to say anything more."
Alonso is currently in the process of recovery following his groin injury which kept him out of the Confederations Cup, and has been undergoing personal training sessions at Real Sociedad's facilities.
The 31-year-old's own future remains the subject of speculation following the arrival of Isco from Malaga and the proposed deal for Illarramendi, with a move to Chelsea to link up with former boss Jose Mourinho a reported possibility.