Alonso isn't sure if there was concrete interest in Hazard's services.
The Belgium international was heavily linked with a move to Los Blancos as the La Liga giants were looking to replace Cristiano Ronaldo, who departed the Bernabeu for Juventus.
However, Alonso revealed his joy at Hazard staying at Stamford Bridge.
“I didn’t see Hazard at Madrid, he is very happy at Chelsea,” he told Radio MARCA. “I don’t know if there was interest or not but Hazard and his family are very well there (London).”