The 31-year-old sustained a hand injury in the Copa del Rey draw against Valencia back in January, prompting the signing of Diego Lopez, who has been Jose Mourinho's first-choice shot-stopper ever since.
"Casillas' his attitude has been impeccable. He has been an example to follow," he told reporters.
The midfielder then went on to stress that Madrid is determined to finish the season on a high and win the Copa del Rey. The Spanish cup final against Atletico Madrid takes place on May 17.
"Our aim is clear. We're going to fight for the one title left for us this season. It's one we need to win and we're going to fully focus on it. In order to do that we all need to be pulling in the same direction," Alonso said.
Alonso also briefly discussed his future at Madrid and stressed that he will not leave the club this summer.
"Are you asking me if I'll be enjoying these fans next year? Yes, I certainly will be," he insisted.
The 31-year-old's current contract with Madrid runs until the summer of 2014.