In his second-straight F1 victory, the Spaniard moved from fourth to second during the opening lap when Kimi Raikkonen (Ferrari), the defending F1 champion, ran wide while battling standings leader Lewis Hamilton (McLaren Mercedes) for position.
Robert Kubica (BMW) finished 5.2 seconds behind in second place.
Hamilton, who started on the pole, would end up in 12th-place after colliding with rival Felipe Massa (Ferrari) on the second lap.
"The start was probably the most exciting part of the race," Alonso said. "With these cold temperatures, we started with the prime tires and locked the tires (going into turn one), and everybody went long. So I took the benefit of that."
Raikkonen, Nelson Piquet (Renault) and Jarno Trulli (Toyota) completed the top-five, and Raikkonen was officially eliminated from this season's title picture.