The former Liverpool ace missed training on Wednesday and is doubtful for the game at La Mestalla, according to Marca.
Alonso picked up a minor injury in the Champions League clash against Marseille and was forced off in the second half.
Sergio Ramos, Ruud van Nistelrooy, Guti and Christoph Metzelder also missed training today while Kaka will be out of action until 2010 with a pulled groin muscle.