Leverkusen beat Mainz 2-1 at home, extending their unbeaten run this season to 33 games, breaking the German record set by Hansi Flick's Bayern between 2019 and 2020.
The win took Leverkusen 11 points clear of Bayern, who host RB Leipzig on Saturday.
Leverkusen's stunning run has attracted the interest of several top European sides, including Alonso's former clubs Liverpool and Bayern, both of whom will have vacancies in the dugout this summer when Jurgen Klopp and Thomas Tuchel respectively leave.
"Right now it's just speculation" the Spaniard told DAZN after the win.
"My head is here. We have a lot to do. We're in a great situation. We should enjoy it and continue to prepare, and that's all I'm thinking about."
On Friday, Granit Xhaka opened the scoring after three minutes for the hosts but Mainz's Dominik Kohr equalised four minutes later.
The league leaders needed a long-range Robert Andrich goal, which was helped by a poor goalkeeping effort by Robin Zentner, with just over 20 minutes remaining to secure the three points.
Alonso admitted his side were "too emotional in the first half" saying "we did well but it wasn't great. The second goal was very important."
The manager, who won titles in Spain, England and Germany as a player, said his team were "focused on themselves" rather than a pursuing Bayern.
"We're not looking elsewhere. We know what we need to do and what we must do. The next objective is the derby in Cologne."
Asked about rumours of a summer departure for the coach, Andrich told DAZN "we take it in our stride" but said "of course I hope that he stays."
Xhaka said his side now had "a lot to lose, but were working hard and thinking game by game."
"It's not that we're simply on a roll, we have the quality.
"We're sitting 11 points ahead of Bayern and we deserve to be there."
