In 2017, the French and Danish duo are paired together at the American team Haas.
Grosjean had a troubled F1 debut for Renault in 2009 when he was paired with Spanish double world champion Alonso, but since then he has shared teams with Kimi Raikkonen, Pastor Maldonado and Esteban Gutierrez.
"Honestly, [Magnussen] is super fast," Grosjean told Danish newspaper Ekstra Bladet in Austria.
"People have had the wrong perception of him, and he has surprised me.
"He is the best teammate I've had through my 'second' career in Formula 1."
Grosjean and Magnussen have earned 18 and 11 points respectively in 2017.