The Spaniard managed to set a time just 0.016 seconds faster than the Mercedes of Lewis Hamilton.
The Briton was fractionally ahead of his team-mate Nico Rosberg during the morning's dry practice session at the Circuit Gilles-Villeneuve in Montreal.
The Circuit Gilles-Villeneuve is characterised by long straights and slow corners and it was the Mercedes-powered cars that filled most of the top ten positions, with both McLaren and Williams impressing early on in the weekend.
After some early morning drizzle, the first half of the session was held in dry, sunny conditions and it was characterised by drivers struggling on the low grip track, either locking up at the Turn 10 hairpin or cutting the final chicane.
Dark rain clouds developed throughout the morning and the final minutes just escaped a heavy shower of rain.
Just before the hour mark, Marussia's Jules Bianchi was in trouble after he damaged the right-hand side of his car after running wide and hitting the wall at Turn 4. He was able to return to the pits slowly with suspension damage.
Brazilian Felipe Massa - celebrating his 200th race weekend in F1 - had to end his session early after a battery problem with his Williams.
Nico Hulkenberg was an early spinner in the session, losing control at Turn 8 in his Force India after he placed his wheels on the grass braking for the chicane and was able to continue unharmed.
Only one reserve driver ran in FP1, American Alexander Rossi took over Kamui Kobayashi's Caterham seat. He finished the session 22nd and slowest overall.
1. Fernando Alonso Ferrari 1m17.238s 21
2. Lewis Hamilton Mercedes 1m17.254s +0.016s 25
3. Nico Rosberg Mercedes 1m17.384s +0.146s 32
4. Sebastian Vettel Red Bull-Renault 1m18.131s +0.893s 28
5. Valtteri Bottas Williams-Mercedes 1m18.361s +1.123s 20
6. Daniel Ricciardo Red Bull-Renault 1m18.435s +1.197s 26
7. Jenson Button McLaren-Mercedes 1m18.446s +1.208s 33
8. Kevin Magnussen McLaren-Mercedes 1m18.514s +1.276s 31
9. Kimi Raikkonen Ferrari 1m18.578s +1.340s 15
10. Jean-Eric Vergne Toro Rosso-Renault 1m18.643s +1.405s 14
11. Nico Hulkenberg Force India-Mercedes 1m18.733s +1.495s 30
12. Sergio Perez Force India-Mercedes 1m18.959s +1.721s 22
13. Adrian Sutil Sauber-Ferrari 1m19.108s +1.870s 24
14. Romain Grosjean Lotus-Renault 1m19.142s +1.904s 32
15. Daniil Kvyat Toro Rosso-Renault 1m19.177s +1.939s 21
16. Pastor Maldonado Lotus-Renault 1m19.340s +2.102s 37
17. Felipe Massa Williams-Mercedes 1m19.575s +2.337s 7
18. Esteban Gutierrez Sauber-Ferrari 1m19.804s +2.566s 15
19. Jules Bianchi Marussia-Ferrari 1m20.200s +2.962s 15
20. Max Chilton Marussia-Ferrari 1m20.844s +3.606s 26
21. Marcus Ericsson Caterham-Renault 1m21.404s +4.166s 33
22. Alexander Rossi Caterham-Renault 1m21.757s +4.519s 27
- Sports & Recreation
- Motor Racing
- Nico Rosberg
- Sebastian Vettel
- Valtteri Bottas
- Lewis Hamilton
- Daniel Ricciardo
- Kimi Raikkonen