Jose Mourinho's reign at the Santiago Bernabeu came to a troubled end last summer following verbal disputes with several of the club's star players.
But with Carlo Ancelotti at the helm the club lifted the Champions League on Saturday, and Alonso detailed the atmosphere between the Madrid playing squad and his own personal growth in confidence.
"In the dressing room there is not so much drama as people might think," Alonso told Canal+.
"There are clans, but usually they have a good relationship with each other. The egos are managed well.
"If I have to yell at Cristiano Ronaldo, I yell. I wouldn't have yelled at Zinedine Zidane five years earlier."
Alonso then went on to say that he's proud to be part of the current Madrid team and added that he is not thinking about saying farewell to the club just yet.
"Being in this group means a lot. The generation we have had is a blessing, it's history. There is no cause that has united us like this.
"It's hard to imagine being an ex-player. It's not easy to find a new passion."
The 32-year-old has a contract with Madrid until June 2016.