"Getting swept feels like eating a shit sandwich, to be honest with you," Alonso said, according to Anthony DiComo of MLB.com.
The Mets lost in the 10th inning when Jason Heyward stroked an RBI single to walk it off. The worst of the three-game set was undoubtedly Wednesday's affair when the Cubs thumped New York 16-4.
On the bright side, Alonso homered for the second straight game Thursday, bringing his season total to four.
The Mets won five of six prior to the three-game letdown at Wrigley Field.
Alonso and the Mets will look to right the ship back at Citi Field as they open a weekend series against the Washington Nationals on Friday.