The Switzerland midfielder has played under both managers over the past 12 months for Arsenal and Bayer Leverkusen.
Xhaka spent three-and-a-half seasons with Arteta at the Gunners and won the FA Cup with the Spaniard at the helm.
He left the north London side for Leverkusen in the summer, a club whose head coach is former Liverpool and Real Madrid star Alonso.
The German outfit have been in sensational form this season and sit top of the Bundesliga unbeaten and with 13 wins from 16 matches.
Xhaka has only been at the club for five months but has already been able to detail the difference between his current and former coaches.
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Amid his studies for a UEFA A license, he told The PFA: "Mikel for example, he has his philosophy and that's it...
"Even to play always with a back four and never change to a back five for example, or never change like a 4-4-2 with two proper strikers. So you had this 4-3-3, with one six and two eights.
"Xabi is a little bit different. I think that Xabi can play a back four, but he can play as well a back five you know? What he wants is always two no.6s, not running everywhere or more of the time be in the position.
"But I think that if you are a coach you need your own philosophy, your own tactics, your own ideas. Of course you can always change one or two but you can't change so many things about it you know?"
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Xhaka was a key figure for Arsenal last season as they came narrowly close to winning the Premier League title.
The 31-year-old defensive midfielder could win silverware this time round though if Leverkusen sustain their impressive form.
Pre-match press conference: Mikel Arteta (Premier League: Arsenal vs. West Ham United)
He has started in all 16 of their Bundesliga matches this season, with other appearances coming in the DFB-Pokal and Europa League.
Xhaka seems to be learning a lot from his recent coaches, and knowledge could boost his chances of success in management in the future.