The reigning-World Champions endured a dismal start to the tournament as they were thrashed 5-1 by Netherlands. Alonso opened the scoring from the penalty spot, but was helpless as the Dutch ran rampant in the second half.
La Roja are now three points behind Chile and Netherlands in their group, meaining they cannot afford another slip-up when they face the South Americans on Wednesday, and Alonso insists his team have nothing to worry about as they lost their opening game four years ago before going on to win the tournament.
"This is a collective matter," he said. "All of us can go back home or all of us can stay here fighting. There are internal thinking and conversations to learn from our mistakes and the things we need to improve.
"We should stop thinking what this team has done in the last six years. We are, right now, in the same position as we were four years ago, with the difference that we need to do more goals this time.
"We believe in this team. We have got that respect, we have a perfect opportunity next Wednesday against Chile.
"Football changes so quickly, and that gives you the opportunity to change things and we believe we can make it, we still have a good chance."
Alonso maintains that Spain know what to expect from Chile and pointed out that they have nothing to worry about as they lost their opening game four years ago before going on to win the tournament outright.
"Chile play their games with the same style," he added. "They are very brave and never try to wait for you, they are aggressive, very intense, we know them well and they know us."