The midfielder feels Real must drop complaints about the refereeing.
Alonso told realmadrid.com: "The tie is over and we must think about the future. We are not at all satisfied. We are visibly frustrated.
"We did our very best and played the match we wanted. We took the lead, but the goal was disallowed.
"Everything got a lot harder after Barcelona scored, but we played with pride, managed to equalise and continued to fight. Nothing negative can be said about this team."