The Bavarians, top of the Bundesliga and through to the knockout stage of the Champions League, looked tired following a congested run of fixtures and lacked the finishing touch despite being in control throughout the game.
Robert Lewandowski and Thomas Mueller had numerous chances but neither could find the net, while Alonso eventually made the breakthrough with a powerful 30-metre missile five minutes before the break.
Bayern again had the visitors on the backfoot in a pedestrian second half but could not add to their lead despite several good chances.
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"We tried to score again but we couldn't," said Bayern captain Philipp Lahm. "We did not allow anything at the back but we could still have played a bit better in the last third of the pitch."
Werder Bremen, struggling in the Bundesliga, came from a goal down to beat Borussia Moenchengladbach 4-3 with Peruvian veteran Claudio Pizarro scoring one goal and setting up another.
Fellow Bundesliga club Bayer Leverkusen also staged a comeback to beat fourth division Unterhaching 3-1.
(Reporting by Karolos Grohmann; editing by Toby Davis)
