The former Inter boss has been under pressure in the Spanish capital all season as his team has gradually seen its hopes of back-to-back Liga titles slip away from its grasp.
Matters off the field have not helped either with constant speculation of internal arguments from within the Madrid camp, centered around Mourinho, but Alonso is adamant the coach still has the backing from his players.
"Yes, absolutely," he replied, when asked if Mourinho was still special. "You see that Jose has something different. The way that he communicates with the players, it's different. The way he empathizes with the players as well is different.
"That is why you want to be behind him, why you want to play and fight for him on the pitch. The players believe in him."
Alonso and Real Madrid are currently preparing for their home clash against Sevilla on Saturday before welcoming Manchester United to the Santiago Bernabeu next Wednesday.
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