Two-time world champion Alonso has not claimed the title since 2005 despite being regarded as one of the best drivers on the circuit.
Spells with Ferrari and McLaren have proved fruitless and there are doubts the 36-year-old will ever be in a position to challenge for the title again.
Reigning world champion Rosberg, who retired after his success with the Silver Arrows last season, believes the Spaniard has made some poor decisions when it comes to teams since his successful spell with Renault over a decade ago.
He told AS: "It was not bad luck. It's not bad luck when you choose the wrong teams to be at because that's all part of being a top driver.
"You can be the best driver in the world but you won't win in a bad car."