The Spaniard watched his side complete pre-season with an encouraging 3-1 victory over Real Sociedad.
Alonso received a warm welcome from the Chelsea supporters as he took charge of his first home game in west London.
Following a summer of transition, the former Bayer Leverkusen and Real Madrid boss praised the fans for creating an impressive atmosphere throughout the victory.
“It was emotional to feel my first time in the new home. A great reception from the supporters to the team and to the new staff, myself as well, so delighted,” he told media.
“We want to create good connections and have that support. We want to give them good football so they will give us energy, and we connect.
“To have a good atmosphere here in the stadium will be a massive boost for the team.”