The Spain international has explained that the reigning Liga champions prefer a direct approach over Barca's possession-based style
The Blancos impressed in midweek when they recorded a 3-1 win over their arch-rivals at Camp Nou, and Alonso has stressed that they always aim to get to their opponents' goal as soon as possible.
"At Madrid we are a team of very quick changes, with deep vertical passing that creates many chances," the holding midfielder told Uefa's Champions Magazine.
"We don’t want to keep possession for the sake of keeping possession, and we always have a clear objective, which is reaching the box.
"That works well with the players we have in attack, who are good at putting opponents off balance and finding the goal.
"In attack we have players that surpass those at the other clubs I have played for. Every attacking player here can create a goalscoring chance at any time."
Madrid are currently preparing for the Liga match at home against Barcelona on Saturday.