The Brazilian team and national federation had been criticised for their silence concerning the cases of striker Robinho and full-back Alves, both aged 40.
Robinho has begun a nine-year sentence in Brazil for taking part in a gang rape in Italy in 2013, while Alves received a four-and-a-half-year conviction for raping a young woman in a Barcelona nightclub in 2022.
"As coach of the national team, I have an obligation to speak out," Dorival said ahead of Saturday's international friendly against England in Wembley.
"First, I think it's a very delicate situation. I think of the families and especially the victims affected by these cases which occur every day in our country and around the world."
Dorival, who took over the five-time world champions in January, said the situation of Robinho whom he coached at Brazilian club Santos was particularly painful for him.
"If it has been proven that there was any crime, he must be punished even if it hurts my heart to say this about a person with whom I have always had an exceptional relationship," added the manager.
"I didn't have the opportunity to work with Daniel, but we all know his story within football. It's a difficult time for all of us to express ourselves in these situations."
Dorvial added: "But I care much more for the victims, for the families.
"I know how painful it must have been for each of them. What I can do is help them with prayers, nothing more."
In a statement on Friday, the Brazilian Football Confederation (CBF) described the cases as "shameful", expressing its support for "the victims of the two brutal crimes committed by former players".
CBF president Ednaldo Rodrigues added that in an environment where "machismo reigns", men must "fight not only sexual violence, but all kinds of violence".
Brazil full-back Danilo, who will captain the national side against England, called on the football authorities to raise awareness among young players, to put themselves "in women's shoes in a more empathetic way".
