The home side were one goal up and cruising after Morgan Rogers cracked a finish inside the near post in the seventh minute, but there was once again too little control in their play, Algerian winger Mohamed Belloumi allowed space in the box to rattle home an equaliser after Chelsea failed to clear a long ball.
And Belloumi had Hull on course for another upset on their Premier League return when his deflected shot made it 2-1 before half-time.
As so often, it fell to Cole Palmer to drag Chelsea from their hole. It was his run to the byline and cut-back in the 66th minute that found Joao Pedro in space to hammer into the roof of the net, but there would be no winning goal as another entertaining game ended in frustration.
"Maybe entertaining, but I hope one day you'll say it was a boring game and we win and we don't give these entertaining moments," said Alonso, whose team have now let in 12 goals in his six matches in charge.
"It kind of repeats some patterns that we are making. It will take time to fix them. When we get the lead, you still need to be competing and not give the chance so easily for them to come back, especially for the first goal. We can do much better. It was too soft.
"That momentum that we had (was lost), it changed the mood. It's something we need to keep talking and address. We will get better, but it's having an impact on our performances."
Alonso's side have been highly entertaining in the season's early weeks but their inability to control matches has become a concern.
From a strong position and playing some lovely attacking football, their frailties at the back appeared to undermine efforts elsewhere on the pitch. After going behind, the midfield became a wild free for all and the fluidity in attack turned to misplaced passes seeking out mistimed runs.
Indeed, Hull could have been out of sight had Emiliano Martinez not recovered from a fumble to clear the danger as Ollie McBurnie looked poised to make it 3-1.
"Overall I think that we are attacking better than defending," said Alonso. "It's a big topic and a big theme for us. It's just four (league) games, but the dynamic in terms of conceding, I don't like it.
"We can do better for sure. When we have the lead, a very important part of the game is to hold together, to keep the distances. I'm sure that we can do better."
Roberto De Zerbi has urged Tottenham to "stay calm" and maintain their confidence after their dismal start to the Premier League season continued with a 0-0 draw against Everton.
Chelsea were held to a 2-2 draw at home by newly-promoted Hull City, while Liverpool failed to score in a goalless stalemate against Fulham at Anfield in the Premier League.
Xabi Alonso has challenged Chelsea to become more solid at the back after an entertaining start to his reign has seen his side score freely but concede far too many goals.
Pedro Neto has committed his long-term future to Chelsea after signing a new contract that will keep him at Stamford Bridge until 2032.
