Although the home favourite did not go for a flying lap until over an hour into the morning, Alonso was immediately quick when he finished his data-gathering runs - knocking Sebastian Vettel's Red Bull off the top spot with a 1m24.754s lap 21 minutes from the end of the session.
Alonso then improved again on his next run and lapped in 1m24.430s, giving him a 0.378-second cushion over Vettel, who remained second to the finish.
Before Alonso started setting the pace, Vettel had enjoyed a 15-minute spell at the head of the order, having usurped long-time first-place man Kamui Kobayashi. The Sauber stayed near the front, though, holding third place at the end of the session.
McLaren's practice activities included evaluating its new nose and checking sight lines with a bar across the top of the chassis. Jenson Button was fourth quickest, with team-mate Lewis Hamilton eighth.
Williams test driver Valtteri Bottas spent a while in second before ending up fifth in Bruno Senna's regular car. Michael Schumacher and Romain Grosjean were next up in the best Mercedes and Lotus respectively, with the latter's team-mate Kimi Raikkonen and Force India's Nico Hulkenberg completing the top 10 behind Hamilton.
Bottas was one of four reserve drivers in action during the morning. Jules Bianchi was 18th in Paul di Resta's Force India, and there were debuts for Caterham's Alexander Rossi and HRT's Dani Clos, who were 21st and 24th respectively. Clos' car developed a problem near the end but he was able to crawl back into the pitlane before coming to a halt at the end of the pit entry.