The 19-year-old found game time hard to come by under Alonso in the first half of the season, featuring for just 11 minutes in La Liga.
Endrick has since made the loan move to French side Lyon, scoring on his debut in their 2-1 Coupe de France win over Lille on Sunday (January 11).
Alonso left Real Madrid by ‘mutual consent’ shortly after the Brazilian scored and has been replaced by former teammate Alvaro Arbeloa.
Endrick has now spoken to Marca about the situation, saying: "I learned a lot from Xabi in Madrid. He was a top-level player and knows football very well.
“Even though I was injured for a long time and couldn't train with everyone, I benefited a lot from what I heard from him.
“Now I'm learning from Paulo Fonseca (his coach in Lyon), who is also meticulous. If you have an open mind, you learn every day from great coaches, and that's what I'm looking for."