Alonso has opined that taking the knee gesture is gradually losing its relevance and he will now be taking a different approach towards the fight for racial equality.
Premier League players have been taking the knee before games in solidarity with the Black Lives Matter movement since June 2020.
Earlier this year Crystal Palace forward Wilfried Zaha became the first Premier League player to quit taking the knee before games as he questioned its impact in the fight against racism.
"I am fully against racism and I'm against every type of discrimination, and I just prefer to put my finger to the badge where it says 'no to racism', like they do in some other sports and football in other countries,” Alonso told reporters.
"I don't know, I just prefer to do it this way. It's my way to do it, I think it's another way.
"And maybe I think it's losing a bit of strength the other way, so I just prefer to do it this way and to show I am fully supportive of fighting against racism."
Asked if he has discussed his decision with the rest of the Chelsea squad, the 30-year-old replied: "No, we haven't talked about it.
"We are in the changing room and we are like a family. I have a very good relationship with everyone, I love everyone and up to now we haven't talked about it. I don't think there is a need to, but, of course, if I have to speak to anyone, I will say the same thing I just told you and I don't think there will be any problems.
"For now, I prefer to point to the sleeve and that’s what I will do.”