The influential midfielder refuses to hold the Portugal international responsible for Madrid's semifinal exit against Borussia Dortmund.
The Spaniards recorded a 2-0 win in the second leg of the semifinal tie at the Santiago Bernabeu after previously losing the first leg 4-1, yet the Portuguese failed to impress in Tuesday's encounter, missing a host of chances.
Nevertheless, Alonso feels it would be unjust to focus on the former Manchester United man's relatively poor display as he points out that other players missed good opportunities as well.
"There is no need to focus on Cristiano, everyone up front had chances," Alonso was quoted as saying on the official Madrid website.
"Ronaldo has been key for us this season and scored lots of goals. We are very happy with him and it was a shame that he didn't score."
The prolific attacker has netted 51 goals in as many appearances this season.