The Spaniard moved to the Bundesliga champions from Real Madrid in the summer to provide another experienced option for Pep Guardiola, but he believes that it is the likes of Bastain Schweinsteiger, Thomas Muller, Jerome Boateng and Mario Gotze who deserve praise.
"Obviously I want to be an important player out on the pitch, but I think it's important that a group of German players take the lead in the dressing room. The new players have to listen up and take notice," Alonso told the official Bundesliga website.
"It's a club and a team with a winning mentality; that makes things easier for me. I have a good relationship with Pep Guardiola - we speak a lot - and I can sense the trust my team-mates have in me. They know what I can bring to the table."
Bayern are unbeaten in 11 games in all competitions.