"It’s no secret that we expect to find this weekend tricky," he said in a team preview of the race in Baku, round eight of the Formula One season.
"After the power unit issues it’s likely we’ll need to take penalties, and the nature of the narrow, fast straights and tight corners means overtaking is generally tough," added the Spaniard.
"However, it’s certainly not impossible, and we’ll keep fighting as we always do."
Alonso, a double world champion with Renault in 2005 and 2006, retired in Canada on June 12 due to a power unit failure while running in 10th place. He said at the time that "we will start last probably in Baku."
McLaren, 12-times constructors' world champions and the second most successful team in Formula One in terms of race wins, are last in the current championship and the only ones yet to score a point.
They have taken a string of grid penalties due to exceeding their allocation of power units, with Alonso failing to start in Russia after the car broke down on the formation lap.
In Bahrain, Belgian team mate Stoffel Vandoorne had been unable to start.
The team ramped up their criticism of Honda before the Montreal race and have indicated they are looking at other options for the future.
"In Canada we were unable to fulfil any potential we showed during the weekend, and we anticipate that in Baku we will face a similar challenge due to the demands this circuit’s characteristics place on the car," said McLaren's Racing Director Eric Boullier.
(Reporting by Alan Baldwin, editing by Pritha Sarkar)
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