If people use the Alexa toolbar it adds a header to their user agent you could use to block them[0], but Alexa is pure junk and not worth concerning yourself with[1].
I also don't think people quite realise the privacy implications of using that addon, it phones home on literally every page a user is on, that's how it works. Every single site, (porn) link, whatever is tracked.
[0] https://webmasters.stackexchange.com/a/72663
[1] http://www.closetnoc.org/?i=definitive-proof-that-alexa-suck...