The Spaniard went on to drive for Ferrari himself between 2010 and 2014 but never raced for the team at Imola and, after missing the track's return last season, is back there for the first time since it was dropped in 2007.
He joked: "It is never a good thing to finish in front of a Ferrari in Italy! It is completely the opposite of when you win for Ferrari in Italy, which is one of the best things that can happen to you.
"I remember 2005 [at Imola]. I do remember 2006 as well, which was exactly the opposite. I think how emotional everything is in Italy in terms of results and passion, it made this race special."
F1 returned to Imola for the Emilia Romagna Grand Prix last year after the calendar was decimated by the coronavirus pandemic and the sport had to seek Europe-based tracks to fill the gaps.
Alonso has conceded he will miss the atmosphere created by the famous home fans, who are absent this year due to continuing restrictions caused by the pandemic, but he added: "It is special. Not only for me but for the sport in general.
"I think Imola is one of those places that has a lot of tradition, a lot of history behind it. I think we all miss the Tifosi here.
"It was one of the races that was amazing to come here and see the grandstands and the red colours everywhere. We try to enjoy the race anyway and for people at home to enjoy the show."
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