The game marked Alonso’s first visit to former home Anfield since becoming Chelsea manager in the summer.
Alonso’s side were ultimately defeated on penalties, with Wesley Fofana, the man who conceded a spot kick to allow Liverpool back into the game, missing the decider.
It’s undeniably the toughest period for Chelsea since Alonso took over having lost to rivals Tottenham in the Premier League just a few days earlier.
Speaking Sky Sports after the game, Alonso defended his side’s performance.
"Every time you reach the penalties, someone will feel it is harsh to go out of the competition. It was really close from both sides. Penalties mean it is open to anything,” he said.
"They have performed at a good enough level to compete at Anfield. We conceded the penalty and it was even. The game was really close for both sides.
"It has been a solid performance from Mike (Penders). We didn't concede many chances but he was quite stable and solid with his performances. That was really important in the first half for us.
"This is football. It is part of our job. We were showing a good level and this is what it takes to come to these stadiums. The Premier League is the main focus.
"We don't have much time to recover because the game is Saturday, early kick-off so we need to change the mindset quite quickly.”