The Blues are enduring their worst run under Antonio Conte, having lost four of their last five Premier League matches.
Alonso told Radio Cope: “The team had the conditions and quality to play much better (at Manchester City), and I don't think we were at our best.
“I think it's an attitude problem and we have to make things clearer and improve quickly, because we have nine matches left and we want to be in the top four.
“I think that it is difficult, but we have to change the attitude, right?
“I don't think we have a problem with quality, we have shown in many matches this season we can be competitive against any team, like we were against Barcelona a couple of weeks ago.
“If we don't reach that kind of level of performance in every match it's because of our attitude."