The 27-year-old, who is currently on international duty with Spain at the Confederations Cup, has been the topic of transfer speculation for some weeks with Real Madrid favourites to secure his services.
Asked if he would be disappointed to start next season at Anfield, Alonso told the Mirror: "I cannot respond to that. But each player thinks about their own future.
"It's clear that on the outside there are reports about your future, but you cannot do much and the only thing you can do is train normally."
Rafael Benitez has persistently denied there being any possibility of losing Alonso to Real, and according to reports the Liverpool will call a summit at Anfield to insist the Spanish midfielder honour the three years that remain on his contract.
Meanwhile, with Javier Mascherano supposedly set for a move to Barcelona and Alvaro Arbeloa set to follow Alonso to the Bernabeu, Albert Riera has warned Liverpool they stand to face serious repercussions in their challenge for the league title if the trio leave.
"It's vital Liverpool keep all their players. Alonso, Arbeloa and Mascherano are really important, they give us experience and quality," said Riera.
"If we want to win the Premier league the first step is to keep them."
A final blow for Liverpool is news that their "accepted" offer for Portsmouth's Glen Johnson may have fallen through after Chelsea matched their £17.5 million bid.
It is understood the right-back would favour a move to Merseyside but may be swayed by the offer of higher wages at Stamford Bridge.