The Times says Alonso, a long-time Rafa Benitez loyalist, is understood to be deeply unhappy at his recent exclusion from the starting lineup.
The subject of longstanding interest from Barcelona, Real Madrid and Atletico Madrid, Alonso is unhappy at his failure to regain his place after a period on the sidelines with a fractured foot.
He refused to answer questions about his situation at Liverpool when he was interviewed in Spain yesterday.