Costa has struggled for form of late and has just three goals in 10 appearances in 2017.
The Spaniard's barren run continued on Saturday, as he failed to score in the Blues' 3-1 victory at Bournemouth.
But Alonso is confident the striker will return to form and help guide Chelsea to the title, starting against Manchester United on Sunday (4pm).
Marcos Alonso has backed Chelsea star Diego Costa to rediscover his form
“Diego has been massive for Chelsea this season," Alonso told the London Evening Standard.
"He has almost scored 20 [current tally is 18] goals and that is a significant contribution.
“But it’s not just about that, with the way we play, he is very important.
"He had another couple of chances to score against Bournemouth but no doubt next week, he’ll be there again.
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“Is he a big game player? Yes. Manchester United is going to be a tough game for us but it doesn’t matter who scores, hopefully we will get the three points.
"Diego has a great personality and is very good for the group.
“He is a very important player, not just outside on the pitch but also inside the dressing room. He is a great character.
“It’s good to have someone like Diego around who is funny and provides something to enjoy. Being in this position is something that should always be enjoyed.”