Alonso completed 20 laps of the 5.4 kilometre Shanghai International Circuit to end the morning session with a best time of one minute 39.783 seconds, as Ferrari's new Formula One boss Marco Mattiacci looked on.
Nico Rosberg was second in his Mercedes with a time that was nearly four-tenths of a second off Alonso's session-topping effort.
The German's team mate Lewis Hamilton, gunning for a hat-trick of wins this weekend, set the eighth fastest time on a cool and overcast morning in Shanghai.
McLaren rookie Kevin Magnussen set the sixth fastest time to make it four Mercedes-powered cars in the top six.
Reigning world champion Sebastian Vettel ended the session ninth.
Mercedes have won the opening three races of the season in dominating fashion, but Friday morning's session was the first time since opening practice for the first race in Australia that a silver arrow car has not ended up at the top of the timesheets.
Both Hamilton and Rosberg put in a limited amount of running and set their fastest times in the opening 30 minutes of the session on a green track, with the team choosing to focus on longer runs later in the session.
Kimi Raikkonen failed to set a time in the 90-minute session after his Ferrari developed mechanical issues, with the Finn only managing a single installation lap.
With track temperatures hovering in the high Celsius teens, several drivers struggled for grip and had off track moments in a largely uneventful session.
Pastor Maldonado in particular provided some amusement after he left the track and spun in his Lotus while making adjustments on his steering wheel.
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