They beat West Ham United 3-1 on aggregate, after managing a 1-1 second leg draw in London on Thursday.
Alonso told TNT Sports: "We were ready that they were going to push really hard. We were not comfortable in our structure, we were not able to find a flow.
"We had some soft loose balls and the momentum was with West Ham. To be honest, they were the best team at half-time, we were not at our best. Happily, we changed things at half-time.
"I am happy to go through. In the Europa League you always have tough moments.
"West Ham have good players and energy. Credit to them they played really hard, totally different to what they did in Leverkusen. You need to deal with difficult moments, it's not always possible to control the whole 90 minutes. It was key we didn't concede that second or third goal.
"We know the physicality of West Ham. They also have amazing players like Jarrod Bowen and Lucas Paqueta.
"The records are a consequence of a good job. It's really nice and we are happy to do that."