The Switzerland midfielder was linked with a surprise switch to Stamford Bridge earlier this summer, and was even reported to have reached an agreement with Chelsea, only for Sunderland to dig in and refuse to sell.
The most recent reports have indicated that Xhaka has accepted staying on Wearside, with Italian journalist Gianluca Di Marzio reporting the midfielder personally informed Alonso of his decision, but that did not stop Alonso being asked about the 33-year-old as he faced the media.
"When it comes to players who are not here, and all the rumours around them, I know you would like to hear about it, but it is not something I am going to comment on," the new Chelsea manager said, as quoted by The Athletic.
Alonso's interest in a reunion was no mystery. The pair share a past at Bayer Leverkusen, where Xhaka was a driving force in the club's historic 2023/24 campaign, with Alonso's side going through the entire Bundesliga season unbeaten on their way to the title.
Sunderland's resolve never wavered throughout the saga. The club rebuffed Chelsea's opening offer for their skipper, reportedly worth in the region of £8m and viewed on Wearside as derisory, and the veteran's leadership is seen as central to their plans as they prepare to juggle the Premier League with a European campaign next season.
Xhaka only arrived at the Stadium of Light from Bayer Leverkusen last summer, and his first season on Wearside proved a resounding success, with the midfielder's experience knitting together an ambitious squad.
Alonso, meanwhile, has plenty else on his plate. The Spaniard is settling into life at Stamford Bridge after his appointment as Chelsea boss, and shaping his midfield options without Xhaka now looks set to be one of the first significant items on his to-do list.