Two-time Formula 1 world champion Fernando Alonso made no secret of his disappointment after a strong run in Sunday's 101st Indianapolis 500 was brought to an early end following an engine failure.

Alonso qualified fifth at Indianapolis and spent the first half of the race battling at the front of the pack, only for a couple of cautions to play against the McLaren-Honda-Andretti driver and push him back into the midfield.

Alonso was geared up for a final 30-lap sprint to the line from ninth, but made it just nine more laps before he suffered a loss of power on his car after a failure on his Honda engine, resigning him to a DNF.

Despite failing to finish, Alonso said he felt proud of his performance throughout May at Indianapolis Motor Speedway and prove that he could compete at the front of the pack in IndyCar.

"Obviously disappointed not to finish the race because obviously every race you compete, you want to be at the chequered flag. Today it was not possible," Alonso said.

"Anyway, it was a great experience, the last two weeks. I came here basically to prove myself, to challenge myself. I know that I can be as quick as anyone in an F1 car. I didn't know if I can be as quick as anyone in an IndyCar.

"It was nice to have this competitive feeling, even leading the Indy 500, you know. One lap you put on the lead there, it was already a nice feeling. I was passing, watching the tower, saw the 29 on top of it. I was thinking at that moment if Zak [Brown] or someone from the team was taking a picture, because I want that picture at home.

"Thanks to IndyCar, amazing experience. Thanks to Indianapolis. Thanks to the fans. I felt at home. I'm not American, but I felt really proud to race here."

Alonso's entry to the '500 came as part of his bid to win the Triple Crown of Motorsport which also features the Monaco Grand Prix (a race he has won twice) and the 24 Hours of Le Mans.

While the Spaniard would not commit to a comeback, he said that a second attempt would be easier now he knows what to expect.

"Obviously if I come back here, at least I know how everything is," Alonso said. "It will not be the first time I do restarts, pit stops, all these kind of things. So will be an easier, let's say, adaptation.

"Let's see what happen in the following years. I need to keep pursuing this challenge because winning the Indy 500 is not completed. It holds a new challenge if I can find a car that slow me down somehow."