Alonso's retirement, coupled with a dominant victory for Sebastian Vettel, has cut the Spaniard's lead to just four points with five races remaining.
Alonso's Ferrari was sent spinning into the gravel as the two former world champions battled into the sweeping first turn.
"I had no space on the right, I had Button there I think, on the left I had Kimi and I don't understand why Kimi didn't lift off as there was no room out there and it was only the first corner," Alonso told Sky Sports F1.
"But that is the way it and this time it was us."
Trying to stay optimistic, Alonso added that whilst he suffered bad luck in Japan, it could easily happen to his rivals in any of the forthcoming races.
"Not really," he replied when asked if his title hopes had suffered a serious setback. "This time I retire, next time maybe it will be Vettel who will retire.
"You never know, this is motorsport. With five races to go it will be like a mini championship. We will start with the same points and we need to score one more point in the five races than the others so we will try to do that."