Leverkusen focussed on completing double rather than dwelling on Europa League loss
The freshly-crowned Bundesliga champions, who will clinch a first-ever domestic double with victory over second division's Kaiserslautern in Saturday's final, lost 3-0 to Atalanta in the Europa League final in Dublin on Wednesday.
It was their first defeat of the season across all competitions after an unbeaten Bundesliga run to the title and a European record 51-game unbeaten run.
"It was a long way to get here, since August last year," said Alonso of Saturday's showcase at Berlin's Olympic stadium.
"We are here. It is great to have the last game of the season as a final. After Wednesday we are ready and focused for tomorrow. We have to have the hunger and I think after Wednesday we have it more."
Prior to this season's Bundesliga title, Leverkusen's last trophy was the 1993 German Cup.
Alonso said the team had little time to review their first defeat of the season but they had already put the loss behind them, having a shot at the double.
"The time for analysis is short because our focus is now on tomorrow. What happened on Wednesday hopefully will not have much influence," Alonso said.
"We have to continue after the defeat. The goal is big. Tomorrow and we can cap it with the Cup. Dublin is gone and behind us and now we think about Berlin."