The retired 2016 world champion is referring to the fact that Alonso last year contested the Indy 500, and this year will tackle the full world endurance sports car championship.
"He's doing those races because he has no hope in F1," Rosberg is quoted as saying by Spanish newspaper AS.
"He has to look at other things to satisfy his desire to win, because winning the Formula 1 title is not an option for him. So his next big challenge is to be the most versatile driver in the world."
Rosberg thinks that Alonso cannot even win a race this year.
"Will he win a grand prix in 2018? No. Will he get on the podium? A third place, why not?" he said.
Meanwhile, Lewis Hamilton in Melbourne responded to Roberg's claim that the reigning world champion's main weakness is inconsistency.
"I think I proved that's not the case last year," said the Briton. "I think there's a lot of people who need to get headlines."
The 2018 championship kicks off with the Australian Grand Prix on Sunday.