The 34th edition of the biennial football tournament is set to kick off in the Ivory Coast on January 13.
Leverkusen could be without Victor Boniface and Nathan Tella, who are expected to be selected for Nigeria's final squad, as well as Ivorians Jonathan Tar, Odilon Kossounou and Moroccan duo Ayman Aourir and Amine Adli.
Alonso said on Nigeriasoccernet: "It is a concern for January and February, perhaps not having five players.
"It is a reality. We have to accept that."
The AFCON tournament runs until 11 February.