Penders made his first Premier League start in Saturday's 2-0 defeat at Stamford Bridge, producing important saves before an own goal under pressure from Jan Paul van Hecke gave Tottenham the lead. The visitors added a second late in the match to end Chelsea's promising run of results.
Alonso insists the mistake will not affect his confidence in the 21-year-old, stressing that the entire team must take responsibility for the defeat.
"It's part of the business; you need to deal with mistakes and we keep confidence in Mike and he will be in goal against Liverpool," Alonso said.
"We win and we lose together and it's part of the job to deal with mistakes, myself as well as everyone."
The Chelsea manager also highlighted the importance of supporting Penders and fellow youngster Geo Quenda, who have both been adjusting to their first Premier League starts.
"We support Mike and Geo as well, the guys starting their first games. He will want to prove he can do better - and we also have to show that," Alonso added.
Defender Maxence Lacroix believes Chelsea can respond positively to their defeat, with Wednesday's cup tie against Liverpool offering an immediate opportunity to put things right before they face Manchester United.
"It's a big game for us," Lacroix said. "We want to go far in this competition and it's good that we have a game like this now."
Chelsea must improve their performance and show greater composure in key moments if they are to secure a place in the next round.
"We have to show the reaction of a competitor. We want to show another face, we want to win there, and it's going to be a big game," Lacroix said.
The defender also offered his support to Penders, insisting the young goalkeeper has the talent to learn from the setback and make a positive contribution throughout the season.
"He is a young goalkeeper and he has a lot of talent. He will learn from this. This can happen in football careers and in life, everyone makes mistakes," Lacroix said.
"We are behind him. He will help us this season and now we have to help him."
Virgil van Dijk has challenged Liverpool's attacking players to deliver more following Mohamed Salah's departure, although the Reds have shown encouraging signs of adapting to life without the Egyptian forward.
Mikel Arteta has warned Arsenal that their standards must be at their highest when they face Fleetwood Town in the Carabao Cup fourth round, insisting that reputation alone will not guarantee progress.
Unai Emery admits he would relish the chance to recruit some of football's finest talents but insists he is enjoying the task of building Aston Villa into a team capable of challenging at the highest level.
Mathys Tel delivered a moment of brilliance to seal Tottenham Hotspur's 2-0 victory over Chelsea at Stamford Bridge on Saturday, with the young forward's superb solo goal highlighting his growing influence under Roberto De Zerbi.
