Levi Colwill donned the captain’s armband against Bournemouth last time out
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Alonso was asked at his pre-Everton press conference on Friday who will be captaining Chelsea while James is out.
“We have Moises (Caicedo), we have Levi (Colwill), we have players that take that responsibility,” Alonso said.
“They take the role in a perfect way. They have the support from the rest.”
Alonso added: “You can be a captain without an armband. Once you have it, you have to take that responsibility.”
Chelsea have not kept a clean sheet in the Premier League for more than 20 consecutive matches, dating back to a 2-0 home win over Brentford on January 17.
The Blues have been free-scoring at the other end of the pitch so far this season and Alonso was asked whether he expects his team will have to sacrifice some of their attacking vim in order to improve their defensive solidity.
“I think it will come,” said Alonso. “It is no obsession. The obsession is to win and to compete in the best possible way and the clean sheets will come. I'm pretty sure of that.
“We want to play with good balance, with good control. We will create chances; the attacking power that we have is fantastic. They connect well, they have chemistry.”