The holding midfielder believes the Spanish powerhouse had done enough to earn at least one point in the Champions League Group D match in Dortmund.
Marcel Schmelzer's second-half goal helped Dortmund to the full three points in the Group D encounter at the Signal Iduna Park, and Alonso feels the final score of 2-1 was harsh on the away side.
"Both teams had chances to win the match. I think a draw would probably have been a fair result, but Dortmund worked very hard to their win," Alonso told UEFA.com.
"They played very well at both ends of the pitch and got that little bit of luck for their second goal. We came here expecting an even contest. Dortmund have enjoyed a lot of success in Germany over the past couple of seasons. We've lost tonight, but there's still everything to play for in this group. We lost against a very good opponent in front of an amazing crowd, and that just gives us more motivation to win the next match."
Both sides meet again at Estadio Santiago Bernabeu on Nov. 7.