United visit the Santiago Bernabeu for the first leg of the tie on Wednesday evening, and Alonso admits Los Blancos are "desperate" to improve the mood around the club.
"I love working with him. He has made me improve as a player and I am learning a lot of things from him about how to be a good manager "
The Spanish champions have seen the defence of their Liga title stumble and the 31-year-old says Barcelona's clear lead in the league has heightened the desire to succeed in Europe.
"Mourinho is made for games like this one against United," Alonso told The Times. "The way he prepares the game, the way he analyses the opponents, the way he approaches us in terms of giving us a psychological edge and extra motivation, he loves these occasions.
"Everyone is looking forward to it because we are desperate to be in a better mood, a better spirit, after the tie."
Reports of rifts between Mourinho and players such as Sergio Ramos and Iker Casillas have surfaced in recent months, but Alonso says he would like to replicate the Portuguese's managerial style.
"I love working with him," he enthused. "He has made me improve as a player and I am learning a lot of things from him about how to be a good manager, the way I would like to be as a manager.
"He is able to get very close to a player and get the best from him - that is where he makes the difference and why he is so different from some others."
United, Alonso believes, are a comparable force both domestically and in continental competition due to Sir Alex Ferguson's similar ability to instil a mental edge in his team.
"They have that United thing; it is hard to put into words, but it means that they are always competitive against anyone," he explained.
"It is probably a Ferguson thing, because he is them and they are him, the team has taken on his psychology. He is that edge and that transmits from him to his players, something that I saw at first hand during my Liverpool years. So we are expecting a very intense, difficult tie."
Alonso made his name in the Premier League with Liverpool between 2004 and 2009 but revealed that United had also expressed an interest in bringing him to Old Trafford from Real Sociedad.
"I don't know if they made an offer but they were interested," he said. "They did some research on me and they made contact but I don't think they made a real offer, not as far as I know anyway. That is all in the past. It couldn't happen now."