The Spain international has spoken out in support of Los Blancos' trainer, and has insisted that he's feeling good at the Liga champion and wants to win more silverware.
Barcelona midfielder Xavi stated at the weekend that Mourinho will not go down in the history books due to his preferred style of play, but Alonso clearly disagrees with his fellow Spain international.
"Mourinho has already made history, and he's continuing to do so. His track record speaks for itself. Not many coaches have achieved what he has done," Alonso told Cadena Cope. "If he were to leave Madrid, his absence will be felt. It will be difficult to replace him."
The midfielder then went on to stress that he's enjoying life at his current club, and is eager to win silverware this season.
"I feel important at Madrid. I am feeling very well at Madrid. I have reached a certain point of maturity and I'm in no hurry to make decisions about my future," he said. "We all know what it would mean for Madrid to win the tenth European Cup. However, it can be all over in the Champions League after one bad game.
"La Liga is very important for us as well. We are not giving up on anything just yet."
Madrid will have to make do without the services of Marcelo for several months due to injury, and Alonso has admitted the Brazil international's absence is a blow for the club.
"This is bad news for us and we're affected by it a lot. Marcelo is a vital player for us," Alonso said.