The Spain international maintains his team-mate's suspension was unjust but says he is fired up for Wednesday's Champions League clash with Schalke
The Portugal international was forced to serve a three-match domestic ban after being sent off against Athletic Bilbao at the beginning of February, but is in line to start against Schalke in Wednesday's Champions League last-16, first-leg tie.
And Alonso believes the leading scorer during the tournament's group stage is as focused as ever as he looks to put the ban behind him.
"He's been frustrated these last few days, but obviously for him not to play three games after Bilbao was unfair," Alonso told a press conference.
"But it's water under the bridge. He looks the same as ever. It's an important competition and everyone is very focused."
Madrid have enjoyed an impressive run of form since the winter break and Alonso is eager for his side to maintain their momentum against Schalke.
"They have players who've played a lot in the Champions League. We come here with the utmost respect. We expect a tough game," the midfielder continued.
"It's difficult to compare things with previous years, but we're in a good moment. We're progressing, and we cannot stop.
"We have to keep improving over the coming games. We're very solid, very compact, we know how to play, how to approach games."
Madrid's run of form, which has seen them seal a three-point lead at the top of La Liga, has been in part due to a change in system from coach Carlo Ancelotti, and Alonso believes his side's tactical flexibility can pay dividends as they push for silverware.
"With the 4-3-3, I play in front of the defence," the Spain international mused. "That changes responsibilities. The good thing is we can play with multitple systems, not just one."