Local media reported that the Spain international, who was close to a return to action after surgery on a nagging groin injury in June, faces up to three months on the sidelines.
The 31-year-old has been the lynchpin in Real's midfield since joining from Liverpool in 2009, and his presence was missed in their opening game of the new La Liga campaign last Sunday when they scraped a 2-1 home win over Real Betis.
Alonso had been expected to make his return to action in Thursday's Santiago Bernabeu Trophy, an annual early season friendly, against Qatar's Al Sadd.
Real coach Carlo Ancelotti has plenty of cover in the midfield holding role, however, with Luka Modric and Sami Khedira plus new signings Casemiro and Asier Illarramendi.
Xabi Alonso is also set to miss Spain's next World Cup qualifier away to Finland in September, with the world and European champions leading Group I in their bid to reach next year's finals in Brazil.
(Reporting by Mark Elkington, editing by Ken Ferris)
