Alonso clocked a best time of one minutes 47.299 seconds, the fastest of the weekend, under the fading light at the Marina Bay Street Circuit where he won in 2008 and 2010.
Red Bull's Daniel Ricciardo was second quickest in the session, just 0.051 seconds slower than Alonso, who has had a tough year with the Italian team and managed only two podiums.
World championship leader Nico Rosberg was third fastest for Mercedes, 0.189 seconds down on Alonso after completing 15 laps in the hour long session.
His team mate and bitter title rival Lewis Hamilton could only manage the sixth best time of the day, however, after struggling for grip.
The Briton, who was quickest on Friday, lost control of his car early at turn five and also ran wide on the final corner of the demanding street circuit as he could only manage a best time of 1.47.738.
Jean Eric Vergne was a surprising fourth fastest for Toro Rosso ahead of Red Bull's Sebastian Vettel, the defending Formula One world champion and winner of the last three races in the Southeast Asian citystate.
The Williams pair of Felipe Massa and Valtteri Bottas had a far better performance on Saturday finishing seventh and eight fastest. The duo could only finish 17th and 18th on Friday.
Qualifying for Sunday's race begins under the floodlights at 2:00 p.m. BST.
(Reporting by Patrick Johnston, editing by Pritha Sarkar)
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