Chelsea have conceded 12 goals in five league games and have gone into the international break still waiting for their first Premier League clean sheet under Alonso, who is under increasing pressure to turn the club around.
The 3–0 defeat against Brentford was the clearest low point for the side just before the international break, placing the club 10th in the Premier League table and 8 points behind leaders Manchester City.
The Blues were never tipped as title contenders, but the West London side also weren't expected to start so poorly after splashing out over £300M in the summer transfer window as supporters wonder why investment hasn't paid off.
Chelsea will not sack Alonso
Speaking exclusively to Tribal Football via MRQ, Jimmy Floyd Hasselbaink spoke on Chelsea and their troubles so far as he highlighted how sacking Alonso is out of the question.
How much pressure does a result like the Brentford loss put on Alonso this early in his Chelsea tenure?
"Look, when you are at a big club, and you lose matches, there's always going to be talk. There's always going to be things that are going to be said. There are always going to be eyebrows raised.
"That's just the normal thing. We all know that. That's just how football works, especially at the big clubs. As a top manager, you have to be able to deal with that, and Xabi Alonso is no different. He can deal with it."
Chelsea have little patience with managers, would sacking Alonso be the wrong move?
"I think that Chelsea will have a lot of patience with Alonso, and I think they should have a lot of patience as well.
"So, no. Alonso’s future should not even be a conversation at this moment."
Chelsea spent heavily again this summer. Do you think there have been any signs of improvement so far?
"I definitely think that Chelsea will improve. Yes, defensively, obviously, we all know that things have to get better quickly, but I definitely think that things are a lot calmer than they were. Things are already looking better, and they will improve even more.
"With Xabi Alonso, Chelsea have got a manager now who has played at and worked at the highest level, and understands those pressures. So yeah, I definitely think that while the last two results were not great, but it's about how you come back from them.
"I like the signing of the Italian, Marco Palestra. I really like the signing of Morgan Rogers. He gives Chelsea something different. And I like the personality of Emi Martínez coming through the door too. His personality will make a difference for Chelsea this season."
Hope isn't lost just yet
If Chelsea can continue developing over the coming seasons, there is no reason why they cannot eventually challenge Arsenal and potentially Manchester City for the title.
However, sticking to the present, Alonso's side are aiming to get back into Europe, which means a Champions League spot is at the top of their list of priorities.
Hasselbaink was next asked about hope amongst the club, something he believes has not vanished as a title shot was never the objective.
Chelsea started the season with genuine optimism; do you think that has now gone away after just a few games?
"No, even before that, they were not ready yet to compete for the title. Chelsea are not yet on the same level as Arsenal. Arsenal is the team to beat. That's going to be your example.
"They are not there yet, but that was always the case at the start of the season, so no hope has gone away.
"But Chelsea are definitely still good enough for a Champions League spot. They can be optimistic about getting third or second this season."
And do you think consistency has been a problem for Chelsea over the last few seasons? And if so, why do you think there is a consistency issue?
"Well, it's not about the money they have spent because consistency is about experience. It's about understanding, it's about staying calm, it's about managing the little things.
"So a lot of these Chelsea players, they're young. I think they are getting better at being consistent.
"Eyebrows are being raised straight away, of course, because when they lose at Brentford, that can happen. But it's all about the next match, and how you turn up there. They need to make sure that they win that next match."
Chelsea host Bournemouth on Saturday 10th October at Stamford Bridge in their next clash, where, as Hasselbaink states, a win is imperative for Alonso.
However, the Blues have won just one of their last five league meetings with Bournemouth, and it will be down to Alonso's squad to break such a lull and potentially climb into the top 6 depending on results elsewhere.