The defeat dropped Chelsea ten points behind league
Alonso said to the Evening Standard: "Yes, we are hurting right now. We are not doing very well at the moment. It's more than what we are doing individually, it's all of us as a team. We have to get better as a collective.
"We had the chances to win against Wolves, we controlled the first half and began the second with some more opportunities.
"Then, like the last few games, we were not loyal to our style of play."