After the Italy-born starlet had netted the fifth goal of the game at the Vallecas, he was accompanied by his Brazilian colleague in celebrating the strike, where they performed a dance number among themselves.
However, the celebration did not go down well with club captain Carles Puyol, who immediately broke up the sequence, while coach Pep Guardiola also condemned the duo after the match on Sunday.
"I want to apologise to the Rayo fans who felt offended by the dance. It was never my intention to offend anyone, I just wanted to have a good time," said Alves after the encounter.
"Because they told me once when I was a child that football was all about having a good time. Besides that, great job by the team."
Meanwhile, Thiago echoed his team-mates sentiments: "I apologise if I have offended Rayo during the celebration. The emotions running through me made me make a mistake. It won't happen again."