Alex won a second straight Dutch league championship in the 2005–06 season with PSV. Chelsea did not recall Alex, even though Piet de Visser and Chelsea Head of Scouting Frank Arnesen recommended that Alex be brought over to solve the club's defensive problems. Instead, Chelsea manager José Mourinho insisted on the signing of Khalid Boulahrouz in place of Alex. Therefore, Alex stayed a third season at PSV on loan in 2006–07. He won a third straight Eredivisie title with PSV, after a dramatic final-day finish to the season in which PSV sensationally trumped both AFC Ajax and AZ. Alex scored in a UEFA Champions League first knockout round against Arsenal for both teams in the second half, turning in an own goal past his own goalkeeper Heurelho Gomes, but compensating for it with a storming headed goal with eight minutes left to play to redeem himself and in the process ensure PSV a place in the quarter-finals. He was later injured, however, and played no part in PSV's UEFA Champions League quarter-final against Liverpool, which PSV lost 4–0 on aggregate.