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With Rogers, Palmer and Joao Pedro in fine form offensively this season, the Blues know they need to find solutions defensively.
Alonso said: "We had one or two good chances to get the winner, but you're still open. Not happy. We can do better. We got what we deserved.
"We need to be more solid and be more controlled. [We have] new players and new staff. This is the process. In a few months I'm sure we'll be able to control better."
However, he said his decision to switch to a back four was not a solution to recent defensive issues, explaining: "It's about the profile of the players.
"You can say it was back three or four, so it's about the choice of the players, their qualities, where they play better.
"Today we played with Malo [Gusto], he was playing in good positions, trying to find him and on the right linking with other players, so it wasn't that much of a change for me."
It was a "tactical" decision to take Hato off at half-time, he continued, before going into more detail about what it will take to fix Chelsea's issues.
"It's all maybe entertaining, but I hope that one day you say it was a boring game and we win and we don't give these entertaining moments," Alonso added. "But for sure it kind of repeats some patterns that we are making.
"It will take time or it will take moments to fix them when we get the lead and you still need to be competing and not to give the chance so easily for them to come back. Especially in the first goal, we can do much better.
"It was too soft to give them this hope because until then we were controlling, we were creating chances, but that momentum that we had changed the mood and the score of the game and it's something that we need to be talking [about], we address and we will get better, but it's having an impact on our performances at the moment."
There will be concerns going into the trip to Brentford on Friday, the last match before the three-week international break, given that the Bees are known to be dangerous at set-pieces.
It's not just set-pieces, though. Chelsea have conceded the majority of the goals from open play, which is something Alonso acknowledged.
"Overall, I think that we are attacking better than defending in every part," he continued.
"We know that it's a big topic and a big theme for us. For sure it's just four games, but the dynamic in terms of conceding, I don't like it and we need to do much better. Open play, set-pieces, long balls, this toughness, this competitive sense, we can do better."
Some players, like Malo Gusto, have been criticised by supporters, and his substitution was celebrated by his own fans inside Stamford Bridge.
Meanwhile, with Moises Caicedo out injured, Chelsea have looked short of quality and numbers in the middle of the park.
Monaco pulled the plug on Chelsea's £47m deal to sign midfielder Lamine Camara on deadline day, having made attempts to sign Roma's Manu Kone and Fulham's Sander Berge as alternative options.
Key defensive signing Maxence Lacroix was left out on Saturday but none of the defensive options have excelled this season, although their attack remain in blistering form.
It will be on Alonso to fix these problems on the training pitch with no more opportunities to sign players until the January transfer window.
