La Roja will enter the World Cup in Brazil this summer as the European and world champions having claimed silverware in each of their last two major tournaments.
Alonso has also insisted that the squad is "united" ahead of the tournament, which has not always been the case.
"Being in this group means a lot. The generation we have had is a blessing, it's history. There is no cause that has united us like this," he told Canal+.
Alonso has made 109 appearances for Spain since making his debut in 2003.