The 25-year-old left Barcelona in a world-record €222million deal last week, bringing an end to his alliance with Lionel Messi and Luis Suarez.
PSG travel to Guingamp on Sunday and Alex - who represented the capital club between 2012 and 2014 - feels a front line of Neymar, Angel Di Maria and prolific striker Edinson Cavani is unlikely to be any more enjoyable for opposition defences than facing 'MSN'.
"We know there are other players in the squad fighting for a place, but I think at first they will play with those three up front," he told Omnisport.
"I wouldn't want to be a defender trying to stop a trio like that. They're going to cause a lot of trouble. But it will be awesome for the people who like football and like to watch football.
"You see Real Madrid, Barcelona, PSG ... big teams, in decisive games, It's going to be hard for the defenders, I don't want to be in their situation."
Neymar's arrival at PSG has brought to mind Ronaldinho's spell at the Parc des Princes and Alex believes there are parallels between his old international team-mate and the current Brazil captain.
"It is very similar, their way and manner of playing football," he said. "The position where they like to play, always on the left side, looking for the ball and attacking the sides and full-back.
"It is very difficult to say who is better. When you look at their videos and the goals, it is very difficult to define which one is the best."
Alex added: "I hope that Neymar will arrive with the same football that he played in Barcelona. [If he does] he will certainly have many chances for him to win the Champions League."