The holding midfielder has admitted that the Santiago Bernabeu side are going through a difficult spell, but is confident they will bounce back
The draw was the second consecutive match in which Madrid had failed to pick up the full three points following their loss against Levante at the weekend, but the Spain international feels there is still plenty of time to bounce back.
"We're not having the best of runs at the moment, but we've got time to change it. We are a united group of players who must all row in the same direction," Alonso was quoted as saying on the club's official website.
"Our matches against Racing and Levante were different, but both opponents did well and we didn't. We found it hard to create chances to score.
"Football isn't science. Sometimes you're fitter than others. We mustn't lose faith; this is a long distance run and there is still a lot to be played."
Alonso then looked ahead to this weekend's home match against Rayo Vallecano and stressed that Madrid cannot afford to drop more points.
"The first thing we must do is win on Saturday. Rayo are a tough opponent and we can't afford more mistakes."
Madrid have dropped to seventh spot in the Primera Division table with seven points from four games.