Chelsea suffered a 3-0 loss at the Gtech Community Stadium on Friday, despite controlling much of the first half. Their performance changed after the interval as Brentford scored three times to secure all three points.
The result leaves Chelsea with seven points from their opening five Premier League matches, highlighting the need for improvement when domestic action resumes.
Colwill, who missed most of last season with a knee injury, will remain with Chelsea during the international break after being left out of England's squad for the upcoming UEFA Nations League fixtures.
The 23-year-old sees the extended break as a chance to work on the team's weaknesses and continue adapting to Alonso's methods.
"There have been some good bits, some other not so good bits," Colwill said.
"Luckily we've got a while now to try and improve. Hopefully, we will come out the other side flying, pick up our play, and become a better team."
Chelsea's next Premier League fixture is against Bournemouth at Stamford Bridge on 10 October, giving Alonso and his players time to address the problems exposed at Brentford.