"The track is super high grip and high speed, so it also makes it tough from a physical point of view.
"It's a lot more demanding for the car but also for the driver.
"A tricky day, as I said, but we managed to get it done. Now we'll go and take some rest and come back tomorrow stronger."
Behind Alonso, Mercedes' George Russell set the second-fastest FP2 time.
Red Bull's world champion Max Verstappen, who remains the firm favourite to win this weekend's event, was third after likely using a conservative engine mode.