Alonso struck his first goal for the club in the win.
"There's no question about Marcos in terms of being comfortable on the ball, going forward and keeping it because he was in a Real Madrid team that kept 80 per cent possession in every game," Coyle told the Bolton News. "The challenge we have is making him a more natural defender. I think he's improving on that.
"It's a learning curve for him and it has been stop-start because of injuries. But like all the young players we have in the squad, Marcos is getting better.
"At Blackburn he was the best player on the pitch and I've said to him, it's up to him how far he wants to go in the game.
"I can try and guide him and pass on experience or football knowledge but when he crosses the white line it's down to him. He's got to deliver in a football sense and I think he's now grasped that."