Fernandez departed for Manchester City in a £125 million deadline-day move, but Chelsea were unable to bring in a direct replacement.
A late deal for Monaco midfielder Lamine Camara collapsed, leaving Alonso short in central midfield.
Moises Caicedo is currently sidelined by a calf injury, forcing Alonso to use Romeo Lavia and right-back Reece James in midfield roles.
Speaking on the Obi One Podcast, Mikel was critical of the club’s recruitment.
“That is one position where the club has not managed to strengthen during the transfer window. We have failed,” he said.
“We were aware that Enzo Fernandez wanted to leave the club. He had expressed this desire for a long time.
"Yes, we have £125 million available, but we did not bring in another player, and that is why we are currently suffering.
“We discuss conceding goals. While it is easy to blame the defence, it is essential to have at least two holding players to shield and protect the back four in that system. This is necessary because otherwise, you will be left vulnerable.”
Chelsea, who have now gone 20 Premier League matches without keeping a clean sheet, travel to the GTech Community Stadium on Friday night to face Brentford in another tricky tie.