Massa outqualified his double world champion team-mate for the two races prior to this weekend's event in America, but could only manage 15th fastest time at Austin as Alonso put his sister car on row three of the grid.
"I don't know what's happened, I'm very surprised," said Massa, who will leave Ferrari for Williams at the end of the season after being replaced by Kimi Raikkonen.
"I'm struggling to get grip from the car everywhere and it's difficult to explain why.
"I've no idea what's going on and we need to find out whether there's a problem with the car or the tyres.
"It's a track I really enjoy and I'm normally very quick here, but this year something is not working and I don't understand why."
Massa refused to blame the blustery track conditions for his struggles and said his car had "the same downforce, the same wings, the same everything" as Alonso's.
"The race will be very difficult but we need to do the maximum we can to get positions and score points again," he added.
"But first we need to understand the problem and understand what's going on with the car."
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