In last week's Bahrain GP Alonso secured sixth on the grid but slipped back to a distant ninth place in the race.
He has again qualified well in Jeddah, earning fourth on a day that regular Ferrari driver Carlos Sainz was absent, and Mercedes struggled with bouncing.
"We are surprised about the performance of this car over one lap," he told Motorsport.com. "I think it's not our natural position to be in the second row of the grid.
"We saw in Bahrain we were very strong in free practice and qualifying and then, in the race, we fell back to our more natural position - the fifth-fastest team behind McLaren, Ferrari, Red Bull and Mercedes. This was more or less the same story.
"We are ultra-competitive over one lap, and the car is responding well. But we are still very concerned about the race."
Alonso added that after his struggles in the Bahrain race, the team had attempted to address the issue for this weekend.
"In Bahrain, we were definitely faster over one lap comparing the long run pace," he said. "Here, it seems that we were faster on Friday on new tyres than on the long run pace, so there is a trend.
"It seems this year that we are struggling on the long runs, on the race pace.
"So we made a few tweaks to the car on the set-up. And we will have the answer on Saturday night. But let's hope to have a stronger race than Bahrain."
Alonso feels the changes will pay off.
"Yeah, I think so," he said. "You end up in the race in the place that you deserve.
"I think the new tyres sometimes mask the performance of the cars and the peak grip on the tyres is just giving you extra, and tyre preparation, out lap, all these kinds of things are sometimes more important than the car performance.
"While in the race, there is nothing to hide. In the race slowly you go back to your natural position. So I think still some work to do to catch up to the top four.
"But let's hope to start in front of them, and defend as much as we can."
