The 26-year-old spent his formative years at the Bernabeu, joining the Spanish giants' academy as a child and making appearances at every youth-team level.
Alonso waved goodbye in 2010 after making just one senior appearance, since taking in spells with Bolton Wanderers, Fiorentina, Sunderland and now Chelsea, where he hopes his form over the past 15 months will help with a first Spain cap.
"I lacked the patience to play there," he told Marca. "In my final season there, I got my debut but I wanted to play every week. When I had an offer from the Premier League, I had no hesitation. I don't regret it. When you are a kid, you aren't mature and you want to get up and play every week. I didn't do anything wrong.
"I'm very happy with my career and I want to improve even more. Real Madrid was my home for a long time and I've not forgotten it. I grew up there, I met a lot of people and I made my debut. There's part of me that will always be there, I can't deny it. To play for the first team was a dream.
"I think I can contribute a great deal to [the Spain side] but, right now, I'm worried about my matches with Chelsea and it's not a subject that concerns me a great deal because in the end the decision isn't mine. I can only do what I can on the field, and that's why I'm trying. To win a ticket for Russia, first I have to win with Chelsea."
Alonso started 30 times in the Premier League last season as Chelsea cantered to the title in his first campaign at the club.