Chelsea were eliminated after losing 6-5 on penalties following a 1-1 draw at Anfield, with Morgan Rogers and Cody Gakpo scoring from the spot during normal time.
Estevao had hoped for an opportunity to impress but was an unused substitute as Alonso opted for other attacking options. Supporters called for the youngster to be introduced, yet Chelsea's head coach instead made changes elsewhere as the contest progressed.
Alonso acknowledged that Estevao would understandably be frustrated by his limited involvement, while insisting that opportunities would come as the season develops.
“I understand his situation and that he could be happier for sure,” said Alonso of Estevao.
“Every player wants to play, wants to be part of the team. We have had some intense games, and there will be moments for everything.
“I'm sure that Este will have his moment. It's my responsibility and we need to deal with that.”
The Chelsea manager was also asked about supporters singing for Estevao to come on during the second half. He explained that the physical nature of the match, alongside problems affecting several players, influenced his substitutions.
“The fans were saying a lot of things. We have started with Pedro [Neto], with Danny [Welbeck] and with Morgan [Rogers] up front. The game had very intense moments.
“We knew that it was going to be physical. And after we had to deal with Moi [Caicedo], he had little problems. Malo [Gusto], as well, he had cramps. So we were a little bit forced with substitutions.
“And now we know that the season is going to be long. And there will be moments for everyone.”
However, Alonso also addressed the wider challenge facing Estevao as he adapts to the intensity of the Premier League. The manager suggested that the youngster's physical development and recovery from injury remain important considerations in determining his involvement.
“Yes, we know that the Premier League and the game in England is really intense.
“You need to be up for it. Este has played, for sure, it's his second season. But he had the injury and he's in that process.
“Trust me, I'm sure the season is going to be long and Este is going to play his role.”
The decision to leave Estevao unused will inevitably invite further questions about his place in Alonso's plans. The Brazilian has made substitute appearances in the Premier League and started previous Carabao Cup matches, but opportunities have been limited during a difficult run of results for Chelsea.
The defeat at Anfield followed another disappointing result, leaving Chelsea with just two wins in their previous six matches. Their elimination also means Alonso must now focus on the remaining competitions as he looks to improve the team's consistency.
Chelsea face Manchester United at Stamford Bridge on Saturday, giving the squad little time to recover from the demanding cup tie.
For Estevao, the immediate challenge is to convince Alonso that he can cope with the intensity required at the highest level of English football. The manager has made clear that he expects the forward to contribute during the long campaign, but the youngster will have to wait for his next opportunity to demonstrate his readiness.