The Spain international is full of ambition ahead of the Liga restart and has stressed that he has always felt loved at Madrid
The experienced midfielder has played a key role in the Santiago Bernabeu side's return to form after his comeback from injury and has set his sights on a successful 2013-14 campaign.
Real Madrid currently sit third in La Liga with 41 points from 17 games, while they are still in the race for the Champions League and the Copa del Rey.
"What I want most in 2014 is to win titles with Real Madrid. That's the biggest thing on my mind," Alonso told El Mundo Deportivo.
Alonso, 32, then went on to insist that he is happy with life at Madrid as his future at the club remains uncertain.
"Playing for Madrid is a very intense experience, for the good things and the bad things," he said.
"There's a lot of pressure and responsibility. You have to be very aware of your surroundings. Fortunately, I have always felt loved by the club and fans."
The midfielder's current deal with Madrid is due to expire at the end of the season.