Alonso was disappointed to hear that Benitez was willing to let him go and resolved to leave when the right opportunity arose.
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"It was a very difficult decision for me to make," he told Sky Sports News. "After five years I have experienced wonderful nights at Anfield, to have experienced the support of probably the best fans in the world.
"That's why I have always been very grateful and I will always have them in my mind and it has been a pleasure.
"Last year the club proposed me that I might have to be sold to find funds for new players.
"It was a difficult decision or difficult moment to accept that. I accepted that as a professional and that moment probably changed my mind and I thought that maybe from that moment that maybe it was time for a change."
Alonso has since admitted that his relationship with Benitez deteriorated when he demanded to leave but the Spanish international reveals that their relationship was always a professional one.
"There has been a lot of rumours but I have always said that it has been simply a professional relationship," he said.
"I have always tried to do what he asked to do. What he asked of me on the pitch to do the talking on the pitch and that's that as far as that."