The Spaniard starts from eighth on the grid in Sochi, and the two-time world champion is convinced that the Italian team's 2014 car has lost some power over one lap.
He told reporters: "We were not as competitive as at some other circuits recently. We are struggling a little bit with pace over a timed lap because the car actually felt good, I didn't suffer with understeer or oversteer or change the set-up too much during the weekend.
"So it feels good but when you cross the line there are people one second faster than you for whatever reason.
"Tomorrow it will be important to have a good start, a good run in to Turn 2 and after that it will be difficult to overtake. The strategy is going towards one stop for everybody and, with the pit limit today at 60kph, the start is crucial tomorrow."
Alonso, who is set to leave Ferrari at the end of the season, is currently fifth in the drivers' standings.