The 34-year-old believes Zidane's name needs to be mentioned when it comes to the discussion about which players deserve to be thought of as the greatest of all time.
Zidane, the current manager of Real Madrid, enjoyed a glittering career in which he won numerous titles and personal accolades for the likes of Bordeaux, Juventus, Real Madrid and France.
Alonso, who is set to take part in the pre-season International Champions Cup (ICC) for Bayern in the United States during late July and early August, told the Observer in the United Kingdom: "In the last few years, there has been the battle between Messi and Ronaldo. Their numbers are out of this world.
"But my first memories, from when I was 19 or 20 as a young professional, are of playing against Zidane.
"He made a game that is so complicated look so easy. He was like a ballet dancer. He had a big impact on me."