The Whites head coach, 44, has seen his side slip to second in the table after three straight league draws, with Villarreal, Atletico Madrid and leaders Barcelona all cutting into their early advantage.
Bellingham, 22, has scored 28 goals in 59 La Liga games since arriving from Borussia Dortmund in 2023, but the England midfielder’s recent performances have drawn scrutiny during Madrid’s November slump.
Speaking at his press conference, Alonso said Bellingham remains committed despite the team’s frustration.
He said: “I’m with him every day and I see him doing well. I see him motivated – obviously he shares the feeling of all the players and everyone on the team of not being happy after not winning.
“The demands are high here and so is the responsibility, and Jude is part of that. We have to help each other and help Jude so that he is happy and performing at his best.”
Madrid have won just two of their last five matches across all competitions, dropping behind Barcelona in La Liga while also sitting fifth in their Champions League group after a damaging defeat from Liverpool at Anfield.
Alonso, who returned to the Bernabeu in the summer after leading Bayer Leverkusen to an unbeaten Bundesliga title in 2023/24, acknowledged the pressure but insisted his squad remain fully committed.
He said: “We’re playing football, and we always try to do our best. This team, these players have always tried to give their all, and there have been good matches as well as matches that weren’t as good.
“We haven’t been able to win the last few. We’ve lacked consistency. The challenge is to raise our level for the next match.”
Alonso also urged calm after Madrid’s third consecutive draw, a 1-1 result at Girona that cost them top spot.
He said: “In the second half we improved, we had more chances. We weren’t clinical to get the three points. But it’s a very long season, and we have to keep going.”
The former Madrid midfielder stressed his belief in the process and the need for unity heading into a crucial December.
He said: “There are different phases in a season. The team was enthusiastic to come back at 1-0 down. I have no criticism for the players. We needed to play more minutes of good football – attacking football and being dominant. That’s what we want.”
