<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0206</schemaVersion>

    <documentType>3</documentType>

    <periodOfReport>2019-12-31</periodOfReport>

    <noSecuritiesOwned>0</noSecuritiesOwned>

    <issuer>
        <issuerCik>0001378032</issuerCik>
        <issuerName>City National Rochdale High Yield Alternative Strategies Master Fund LLC</issuerName>
        <issuerTradingSymbol>N/A</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001387021</rptOwnerCik>
            <rptOwnerName>Nadel Jay C</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>400 PARK AVENUE</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10022</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle></officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeHolding>
            <securityTitle>
                <value>No securities are beneficially owned.</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes></footnotes>

    <remarks>Exhibit List

Exhibit 24 - Power of Attorney

*** Pursuant to Power of Attorney filed as Exhibit 24.0 to this Form 3.</remarks>

    <ownerSignature>
        <signatureName>/s/ Paul Raymond, attorney-in-fact for Jay C. Nadel***</signatureName>
        <signatureDate>2020-01-23</signatureDate>
    </ownerSignature>
</ownershipDocument>
