The Belgian rookie has been competitive this year alongside his more experienced McLaren team-mate, who is still considered one of the best F1 drivers ever.
"He's probably the best reference in formula one," Vandoorne told Brazilian TV Globo. "I have a good relationship with him, even if there is a lot of competition, which is normal. We do not have a strong package this year, but it has been positive for me because I had the chance to get quite close to him."
The 25-year-old said it is wrong to compare his relationship with Alonso to that of Lance Stroll and Felipe Massa at Williams this year with Vandoorne insisting that the Spaniard is not his "mentor".
"No! Of course we work together on the same team and in the same direction, but he does not stand next to me helping. We are very open and have normal conversations when we are out of the car," he added.
"But he is not there to be my mentor. Maybe Lance needs this, I don't know."