Bayer Leverkusen will take nothing for granted when they face Arminia Bielefeld in the DFB-Pokal semi-finals.
Holders Leverkusen face third-tier Arminia on Tuesday.
Arminia have already defeated Bundesliga sides Union Berlin, Freiburg and Werder Bremen en route to reaching this stage.
Indeed, Arminia have won their last four DFB Cup ties against Bundesliga clubs, something they have never achieved before.
This also makes them the first club since the Bundesliga was founded to do so without being a first or second division club.
"We have to respect Arminia, they have beaten three Bundesliga teams already. We have to be ready for a tough game. We need to give everything, it's an all-or-nothing game," Alonso told reporters.
"The DFB-Pokal is special. It writes its own stories. Arminia has done very well and deserves to be in the semis.
"Arminia play with a lot of energy and are courageous with the ball. They are very dynamic going forward.
"It's the semis, we're expecting a great atmosphere in Bielefeld and we'll have to give it our all."
Leverkusen have won their last two games after recovering from their Champions League exit and a loss to Werder Bremen in the Bundesliga.
They are second in the standings, trailing leaders Bayern Munich by six points with seven matches remaining.
Should Leverkusen snap Arminia's cup run, they will reach the DFB-Pokal final in consecutive seasons for the first time in their history.
This is the fourth time Arminia have reached the semi-finals, after 2014-15, 2005-06 and 2004-05. They have never progressed to the final, though.