The Lotus flew over the top of the Ferrari, which also briefly got off the ground as it was pushed into Sergio Perez's Sauber.
"I'm disappointed because of the points lost," said Alonso, whose championship lead is now down to 24 points over Sebastian Vettel.
"But I'm also lucky that I can be in the car in five days at Monza because looking at the image, we were turning in so you could have a problem with your hands or even your head because [Grosjean's] car was so close.
"I think we broke everything on top of the car. It was lucky in that aspect."
Alonso said he could not understand how the accident unfolded until he saw the replays.
"I didn't know what happened until I saw on TV because it was difficult to imagine how the hit could be so big or how a car could be on you so quickly," he said.
"After seeing it on TV, I saw Grosjean and Lewis touch each other. They lost control and then it was in front of us."
The Spaniard took a few moments to assess his condition before getting out of his wrecked Ferrari.
"I stayed in the car for a few seconds because I had back pain," he explained.
"Then there was a little bit of fire so they came with extinguishers and I decided to jump out because I could not breathe with all the smoke there."
Alonso added that the start had been eventful even before the accident.
"The first thing was [Pastor] Maldonado," he said. "I was surprised because we still had the red lights and he was already P3 or P2. So it was a big jumped start.
"Then the start was good, I overtook the two Saubers and was in third position.
"Then I started turning in and then it felt like a train coming. It was a big, big hit."