The Brazilian teenager has made just two substitute appearances totalling 16 minutes across Chelsea's opening three Premier League fixtures against Fulham, Brighton and Arsenal, a sharp reduction from the game time he enjoyed last season.
He came close to salvaging a point late in Sunday's 2-1 defeat at the Emirates, only to be denied by a fine save from Arsenal goalkeeper David Raya.
Reports in Brazil have suggested Estêvão is concerned about his role within Alonso's system. The 19-year-old is said to prefer playing centrally, but Cole Palmer and Morgan Rogers appear settled behind João Pedro in Chelsea's front three, leaving Estêvão to compete with Pedro Neto and others for a place as a right wing-back if Alonso continues with his 3-4-2-1 formation, a position he is reportedly not enthusiastic about occupying.
Asked directly whether Estêvão had expressed any unhappiness, Alonso declined to go into detail but did not deny that conversations had taken place.
"Private conversations, they should remain private. But the season is going to be long," he said. "The players have the desire and the hunger to prove and to show every day that they are up for the challenge.
"It's what we want to create here in the building. Este is part of it. So he has had a very good attitude, very good mentality to prepare every game and to be ready for the team."
Alonso suggested Estêvão could be handed a rare start when Leeds visit Stamford Bridge in the Carabao Cup on Wednesday, framing it as an opportunity for the winger to make his case for more regular involvement.
"Este is ready," Alonso added. "He's training well. He's fully involved and with a very good attitude every day. He's in that process to adapt and to learn quick, and the season is going to be long."
Estêvão arrived at Chelsea last summer and quickly established himself as one of the club's most exciting attacking talents, contributing regularly under previous head coaches Enzo Maresca and Liam Rosenior before Alonso's appointment reshaped the pecking order at the start of this season.
His reduced involvement has coincided with the arrivals of Rogers and João Pedro, both signed for significant fees, further intensifying the competition for places in a Chelsea attack that already included Palmer and Neto.