Alonso qualified in 12th position, his best qualifying result since the Singapore Grand Prix, splitting the Force Indias of Esteban Ocon and Sergio Perez.
Although delighted with the result, the Spaniard admitted he was left with a “bittersweet taste” about his lap.
“It was one of those days when I finished the lap and thought it was a shame because it wasn’t a good lap,” said Alonso.
“I had a lot of understeer with the last set of tyres and I crossed the finish line with a bittersweet taste.
“When they told me I was P12 I was very happy because it’s a very good result for us and with the Force Indias having used the tyres that in theory are for tomorrow today.
“So overall a good result, but as I said, when I crossed the finish line it was not one of those laps you are not too proud of.”
The McLaren driver believes his team could have a strong race tomorrow, as he felt the car was working better on a heavy fuel load during Friday practice.
“We thought we had much better race pace, especially yesterday we saw every lap we did without traffic we were pretty fast so we are more confident for the race than for qualy,” he said.
“But we are starting in a good position to score points tomorrow so hopefully we can finish the job.”
Ocon and Perez attempted to make Q3 without using the hypersoft tyres in the second qualifying segment, a decision that Alonso believes cost them.
But the two-time champion is still expecting the Force Indias to be a threat in the race.
“They took a risk with the tyre choice,” said Alonso. “They tried to make Q3 avoiding the pink ones and it went wrong.
“But the race is tomorrow, they have pace to spare and will be strong rivals.”