Benitez dismissed the rumour immediately after the match on Tuesday and now new dad Alonso has followed suit.
"It was a great experience. All the family is really happy and now we have to look forward. Mother and baby are both very well. The labour was quite long but it went well, so we are delighted," he told liverpoolfc.tv yesterday.
"Of course I watched the game in the evening with my brother. It was great to watch. We controlled the game very well and the goal from Fernando finished it off.
"It was a little frustrating [the timing] because I was excited at the thought of playing in the San Siro in what was a big challenge for the team, but of course I had to be with my family at that moment. Hopefully I will get the chance to play in that stadium in the future.
"Of course you always want to play but also you know that, when you are playing, some of your teammates are maybe on the bench or the stands. You have to accept that it's part of your job and be professional. You have to work hard to get an opportunity and play well when you do.
"I am really happy here and relaxed. I am focused on Liverpool."
