Xabi Alonso believes his time as Real Madrid head coach ended too soon but insists he holds no anger towards the club after leaving midway through the 2025-26 season.

The Chelsea manager discussed his departure in an interview with Jamie Carragher for Sky Sports’ Boss series, released on 23 October. Real Madrid announced on 12 January that they had agreed to part ways, a day after losing 3-2 to Barcelona in the Spanish Super Cup final.

Alonso had been in charge for less than eight months and was still competing in La Liga and the Champions League when he left. He has since taken charge of Chelsea, signing a four-year contract that began on 1 July.

Xabi Alonso opens up on his Real Madrid exit

Alonso acknowledged that his departure came before he could see how the season would unfold. Speaking to his former Liverpool teammate in the Sky Sports interview, he said: "I felt as though it finished a little bit earlier, before knowing if the season was going to end well."

He went on to explain that Madrid were still competing in La Liga and the Champions League when he left.

"It was the middle of the season. We were still in La Liga and the Champions League, but it was an experience to manage Real Madrid."

Alonso also spoke positively about his time at the club, despite the way it ended.

"Real Madrid is special in everything. It’s a little bit different from other clubs in everything. I learned from that, and I don’t look back in anger. I look back, thinking I tried and gave my best."

Real Madrid’s official announcement described the departure as a mutual agreement.

Why Xabi Alonso left Real Madrid in January

Alonso took charge of Madrid in June 2025 after replacing Carlo Ancelotti, signing a three-year contract. His tenure ended after a 3-2 defeat to Barcelona in the Spanish Super Cup final on 11 January.

The club confirmed his departure the following day and appointed Alvaro Arbeloa, who had been coaching Real Madrid Castilla, as his successor. Arbeloa’s time in charge also proved brief, with Los Blancos later appointing Jose Mourinho in June.

His exit came while the team remained involved in both La Liga and the Champions League. His comments suggest he would have preferred to see the campaign through, even though he has no regrets about taking the job.

Xabi Alonso’s next chapter at Chelsea

Alonso told Carragher that, despite having no previous connection to Chelsea, he was attracted by the club’s potential.

"I had no link [to the club], but what I heard… The potential is there, few things could change. And I thought that we could start this journey together."

His new job has already brought its share of challenges. Chelsea lost 2-0 at home to Tottenham on Saturday, 24 October. Mike Penders punched Mateus Fernandes’ corner into his own net in the 77th minute before Mathys Tel added a second in the 87th and Cole Palmer was sent off.

Alonso has little time to dwell on the defeat. Chelsea travel to Anfield to face Liverpool in the Carabao Cup on Wednesday, 28 October, before hosting Manchester United in the Premier League on 31 October.