After Barca's 2-0 victory at the Bernabeu last week, Real boss Jose Mourinho launched a tirade in which he claimed Barcelona have received favourable treatment from Europe's referees in recent years.
That stinging attack was a result of Wolfgang Stark's decision to send Pepe off when the scores were 0-0 and, at Camp Nou on Tuesday, Real were again left ruing a controversial call from an official.
Barca scored minutes later through Pedro to go 3-0 up on aggregate and, though Marcelo equalised, Real could not find a way back.
And Alonso, who could perhaps count himself lucky not to have been given a second yellow card by De Bleeckere, believes Higuain's disallowed goal cost Real.
"When we scored the first goal it would have been totally different and we feel so many bad decisions have been made against us and we are not happy about that," he told Sky Sports. "We think we did a good job but decisions went against us. We really feel that way.
"[The goal] would have changed everything. Our position would have been much stronger and after that it was much more difficult."
On whether Real's tactics were flawed, Alonso added: "No, I don't think so. Until the sending off [of Pepe in the first leg], we were doing really well and it looked like it was going to finish 0-0 and with tonight's result we would have gone through."
Asked about Alonso's comments, Barca coach Pep Guardiola said: "I don't have time for that. It has been a tough 20 days and we have played the richest team in the world many times. The referee may have had an influence but we were very good in the second match."
Real captain Iker Casillas insisted his team-mates could hold their heads high despite being knocked out at the hands of arch-rivals Barca.
"Real Madrid had no inferiority complex," he told Spanish television. "We played our way and the fans can be proud. We came to defend the honour of this club and this shirt. It was more than just another game for us. There is little else to say because of the consequences [such as a suspension].
"Higuain's goal is nothing more. It was another [decision against us], like always. We cannot do anything now but we were able to do our club proud."