By FOX SPORTS staff
Trailing 4-1 on aggregate from the first leg, Real Madrid stepped up their game in the Santiago Bernabeu, but found a resolute and disciplined Borussia Dortmund defence waiting for them.
Nevertheless, Jose Mourinho's team managed to pull out some magic during the last eight minutes of the game with quick-fire double from Karim Benzema and Sergio Ramos, though the equalizing goal failed to materialize.
Alonso told the club's official website that the first leg deficit simply proved too much for Los Blancos to overcome in 90 minutes and he apologized on behalf of the team for letting down the vocal home support.
"We came back with very big a burden from Germany. We weren't clinical in the first half, which could have changed the course of the match," Alonso pointed out.
"We are sad because it could have been a nice night, but at the same time we are happy with the hard work that the team did, that the club did and for the support of the fans who were with us all the way despite the bad result in the first leg. We're disappointed to not have done it but we were very close."
Real star attacker Cristiano Ronaldo sat out the derby clash against Atletico Madrid over the weekend after picking up a thigh injury in the first leg. The Portuguese was eventually passed fit for the second fixture of the tie, but struggled to get going in the game, squandering two good opportunities in the second-half.
However, Alonso insisted that Los Blancos' failure to qualify for the finals should not be placed on Ronaldo's shoulders.
"There is no need to focus on Cristiano, everyone up front had chances," he stated.
"Ronaldo has been key for us this season and scored lots of goals. We are very happy with him and it was a shame that he didn't score."
Real Madrid welcome Valldolid for their La Liga game this weekend.