Alioski powered home a volley in the 50th-minute to set Leeds up for a 2-0 victory at Saturday's Championship hosts Huddersfield Town with the full-back's strike followed by a Pablo Hernandez header 12 minutes from time.
The success made it six wins in succession for Bielsa's Whites who moved to the top of the table for at least 24 hours with former leaders West Brom at home to Swansea City on Sunday lunch-time.
United are now unbeaten in nine having taken 23 points from a last possible 27 and Alioski said the key to United's strong form was the man sat at the forefront of the Whites dugout.
"The secret is the work that the team puts in and how seriously we take it to work hard with this coach," said Alioski.
"The secret really is Marcelo Bielsa, how he keeps us calm and to not think about being happy about winning six games in a row and that then it's easy.
"Especially then it's difficult when you win with a high score like against Middlesbrough - 4-0. It's difficult again to win a game because you can have too much confidence and make mistakes but we have a special coach that works with the team.
"He doesn't let you think that the game will be easy, we have our heads down and work hard and it's a clean sheet again. For me the secret is the coach."
Alioski came into the Whites side as one of two changes made by Bielsa with the North Macedonian international coming into the starting XI as skipper Liam Cooper missed out with a calf injury.
Gaetano Berardi also replaced the suspended Kalvin Phillips but a new-look defence still held firm as United kept their 11th clean sheet of the season.
"It's unbelievable," said Alioski of United's defensive record.
"We tried this also last year and we worked hard on our tactics and had meetings about the defence and after one year of working with Marcelo the second year will maybe be easier because you understand what he wants and that shows on the pitch.
"It's unbelievable really and if you are not going to concede goals then in the end you only need to score one."
For the 16th time in a Leeds shirt, Alioski was the man responsible for one of those goals with his rocket of a volley whistling through a crowd of players and past Huddersfield keeper Kamil Grabara from a Pablo Hernandez corner.
But Alioski had no real interest in assessing quite where the goal ranked in terms of his strikes for the Whites.
"It came perfectly," he said.
"It was a ball that you need to enjoy and you need to take it and to only put it in the back of the net.
"It was important for us to score and make it 1-0 because it was hard to do it and I am really happy that we managed to take the three points.
"It's not only about scoring if in the end you don't win, it's important to win and I am really happy because I am back after an injury but the most important thing was the three points.
"It was a nice goal I know but I don't want to give it a rank because for me it's more important to win.
"It's not important how nice the goal was, even if you score from 10cm it's also one goal and it's not about ranking this. I am happy to win."
In winning yet again, Leeds put themselves top of the pile - but Alioski insisted now was not the time to over analyse the Championship table.
"Last season we were also strong and good and I hope that the players that we have don't get many injuries," he said.
"This is very important with this team and how the manager keeps us calm.
"He keeps us with our head down and thinking only game by game.
"The table at the moment is not so important because it will go quick and we need to just keep winning.
"The time will come to watch the table."