The Spain international picked up his third yellow card of the tournament in Real's 4-0 thrashing of Bayern Munich in their Champions League semi-final second leg at Allianz Arena, completing a 5-0 aggregate win.
Alonso, 32, felt it was harsh for him to miss the decider against either Chelsea or Atletico Madrid in Lisbon on May 24 through suspension.
"It's a shame not being able to play in it but I hope my team-mates will win it and with time I'll forget it," Alonso said.
"More than being an unfair card, I think it's an unfair rule. The road to the final is very complicated.
"Let's hope we do well and we can win it because the fans really want to play in a Champions League final."
Cristiano Ronaldo and Sergio Ramos both struck twice in Real's convincing victory, which coach Carlo Ancelotti described as 'perfect'.
Alonso agreed with the Italian's assessment of his side's win over the defending European champions.
"Beating this Bayern in both matches deserves a lot of credit with the way they've been playing this season," Alonso said.
"We were able to control the game perfectly, we didn't give away any chances and it was a perfect match.
"We came here with the intention of putting in a great performance and reaching the final."
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