"For me it was a private conversation, and it will stay that way, but it is clear he has three more years of his contract and we do not want to sell him," added Benitez, after Liverpool finished the season in second after beating Spurs 3-1 on Sunday.
"I repeat, we do not want to sell, he is not for sale. He has said he is happy here in Liverpool, in every single press conference, in every single interview.
"We have some ideas for the future, without losing any of our key players."
Alonso, who was expected to leave last summer, may be persuaded to move to the Bernabeu, with the prospect of Gareth Barry finally arriving at Liverpool still a possibility.
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