"Sometimes, with Ferrari, you win or you lose depending on the mood of the team in general, of the group in general," he added. "It's a very big team, with some good things, some bad things, and as I said it's good to experience and to live once.
"I didn't want to give up and I wanted always to keep believing that it was possible and to keep the dream alive," he said.
"Last year, I realised with the Mercedes domination, it wasn't possible to win in the short term for Ferrari and a new project was best.
"McLaren is a risky project because they were completely new, but we are one team - we win and we lose together."
Despite a year of problems and penalties, Alonso has managed to score points twice for McLaren but, for him, the focus is more on 2016 as the team builds for the future.
Alonso and teammate Jenson Button will suffer more grid penalties this weekend at the Belgian Grand Prix after the team decided to fit new engines.
Honda has been working on upgraded engines to be introduced after the sport's four-week break following last month's Hungarian Grand Prix.
Struggling McLaren have been hit by repeated grid penalties this season as they bid to improve their performance and establish their new partnership with Honda.
- AAP