The Spain international maintains Ronaldo's suspension was unjust but says he is fired up for Wednesday's Champions League clash with Schalke.
The Portugal international was forced to serve a three-match domestic ban after being sent off against Athletic Bilbao at the beginning of February but is in line to start against Schalke in Wednesday's Champions League last 16, first leg tie.
Alonso believes the leading scorer during the tournament's group stage is as focused as ever as he looks to put the ban behind him.
"He's been frustrated these last few days, but obviously for him not to play three games after Bilbao was unfair," Alonso said at a news conference. "But it's water under the bridge. He looks the same as ever. It's an important competition and everyone is very focused."
Madrid has enjoyed an impressive run of form since the winter break, and Alonso is eager for his side to maintain their momentum against Schalke.
"They have players who've played a lot in the Champions League. We come here with the utmost respect. We expect a tough game," the midfielder said. "It's difficult to compare things with previous years, but we're in a good moment. We're progressing, and we cannot stop.
"We have to keep improving over the coming games. We're very solid, very compact, we know how to play, how to approach games."
Madrid's run of form, which has seen it seal a three-point lead at the top of La Liga, has been in part thanks to a change in system from coach Carlo Ancelotti. Alonso believes his side's tactical flexibility can pay dividends as it pushes for silverware.
"With the 4-3-3, I play in front of the defense," the Spain international said. "That changes responsibilities. The good thing is we can play with multitple systems, not just one."