The Spaniard went into the season finale 13 points behind Vettel and, during some stages of the race, Alonso was in a situation that would have allowed him to clinch his third title.
In the end, however, Alonso came in second and Vettel was sixth, a result that gave the Red Bull driver his third title by three points.
The Ferrari driver insisted his team had every reason to be extremely proud of its season, and said the title had not been lost in Brazil.
"The championship was not lost here," said Alonso. "The championship was lost when [Romain] Grosjean flew over my head [at Spa] or when Vettel surprisingly only got a reprimand after qualifying in Japan.
"There's been situations during the season that make you think of these three points, but that's the sport. Even though I finished second in the points I have never had such respect and the affection from everybody in the paddock.
"This is the first time that I have got drivers, ex-drivers, teams, fans to say that we have done the best championship. We'll be back as strong in 2013, because it would be harder to be stronger. I have a great feeling after 2012, by far the best year of my career."
Alonso said the Brazilian race was a good example of what his season has been like, with him charging through the field to finish on the podium despite his car having not been as strong as its rivals' in qualifying.
Alonso had started the race from seventh position.
The two-time champion reiterated his belief that it was a miracle he was still in the championship fight until the final laps.
"We tried to do the best as usual. We were starting seventh and we finished on the podium again, like we have been doing all season," he said. "I think we didn't have the quickest car, as it has been obvious in all races, and it was a miracle that we were fighting for the championship here.
"And it was a miracle until the final lap, because thanks to the team's perfect work we have found ourselves in this position. And even though we lost the championship today, we have to be proud to have finished second.
"We are Formula 1 championship runners-up and not everybody can say that. And when you fight with all your heart and all your strength for so many months, without making a single mistake, neither the team or me, we have to be very proud."