Ronaldo will return to Old Trafford for the first time since leaving for a world-record fee of £80m in 2009, and he is expected to receive a rapturous welcome from the home crowd.
However, Alonso believes that his sole focus will be on helping Madrid to win the game once it gets underway.
"He is looking forward to it because it is a very important game against United," said Alonso.
"Before the game I am sure he will get a great reception but on his mind is just to play a good game and get through this stage. Once we kick off everyone will be thinking about doing the best for our team.
"It is very different playing against [Ronaldo] than it is playing with him and I am lucky he is on my side, and I prefer to have him on my side. He is in terrific form at the moment. He has been very decisive in many important games and he that is what we are looking for tomorrow."
Ronaldo scored 118 goals in 292 appearances for Manchester United between 2003 and 2009.