Alonso also took the chance in his pre-Rayo Vallecano press conference to respond to comments made by former Real Madrid star Gareth Bale on Tuesday night. Bale, working as a pundit, said that being Real Madrid coach involves "managing egos rather than just tactics".
The 43-year-old said of Bale's comments: "It's a dressing room with great players. We've started a new project, I'm very happy, and we're making progress."
Real Madrid will hope to claim all the spoils at Rayo Vallecano on Sunday as they look to take another step towards a 37th La Liga title. That'll prove to be easier said than done, however.
The Spanish giants have failed to win their last three games at Rayo, and have drawn their last two trips across the capital. Valverde, Bellingham and Rodrygo all scored in this fixture last season, an entertaining 3-3 draw last December.