By ESPNSTAR.com staff
La Liga champions Real lost further ground on current leaders Barcelona over the weekend following a 1-0 defeat at Real Betis. It left Mourinho's men in real danger of relinquishing their domestic crown as they currently sit in third and 11 points behind Barca after 13 rounds.
However, Alonso, who was speaking at the launch of his new Adidas Predator Lethal Zones boots, maintains it is still too early for Real to even talk about throwing in the towel - especially not when they have a manager of Mourinho's quality at the helm.
"We are in November and there is a lot of the season left," Alonso said.
"Regardless of the results we have to keep working towards what we set out to achieve and keep believing in ourselves."
"The club, the dressing room and the Real Madrid fans are with him [Mourinho]. We have to keep believing in ourselves. He is the best coach that we could have".
Alonso also revealed that criticism from outside of the club does not distract the players and coaching staff from wanting to achieve their goals.
"From the inside we try to step back and focus," he said.
"We are self-critical and reflective. Now we have to play and think and work towards the next matches. About last Saturday [against Beits], we put ourselves under the pressure and responsibility that comes with playing for Real Madrid".
Real play city rivals Atletico next in La Liga on Saturday in the unusual position of being eight points below them in the table.
"I am becoming less surprised. It is no accident and it is no longer a surprise to see them where they are [in second]," Alonso said.
"They have great team and a very good mentality. The coach [Diego Simeone] has everyone on top and if they are there that is because they deserve it".
Real are in cup action first, though, against Alcoyano on Tuesday.