Los Blancos currently hold a four-point lead over third-place Barcelona at the top of La Liga ahead of the clash between the two sides at the Bernabeu.
"Barcelona have some great players, and they've spent many years playing together and know each other very well," Alonso told Bwin.
"Historically and traditionally they are very intense games and both of us are normally fighting for trophies.
"They are highly competitive and tense affairs and I always prepare in the same way because it's the best way to go into games - visualising a little what could happen, thinking about what could go against you."
Madrid are currently on a 31-match unbeaten run in all competitions.