"McLaren had an upgrade at the last test and it's performed here at Albert Park," said former team driver and BBC commentator David Coulthard.
Lewis Hamilton beat his teammate Jenson Button to pole in Melbourne, but just a few tenths behind is the reigning GP2 champion Grosjean.
Frenchman Grosjean's teammate Kimi Raikkonen had a dire return qualifying performance by missing the Q1 cut, describing the session as "shit" according to the German press.
In total contrast, Grosjean was beaming: "A few people believed in me through the toughest time and I'm back -- almost at the top!"
The surprises continued beyond the top three: Mercedes' Michael Schumacher is fourth, and reigning champion Sebastian Vettel sixth.
"We are aware we need to improve," said Mark Webber, who qualified the sister Red Bull in fifth as both RB8 cars had KERS issues.
In much bigger strife is fabled Ferrari, with neither F2012 making it through to Q3.
A few people believed in me through the toughest time and I'm back -- almost at the top!
Fernando Alonso threw his red car into the gravel and Felipe Massa is a disastrous 16th, with Sky analyst Martin Brundle described the handling of the F2012 as "horrible".
"Forget the reds," the summary report at Italy's La Gazzetta dello Sport website, written by correspondent Andrea Cremonesi, said.
Said Spaniard Alonso: "We need to change the direction quickly if we're to challenge for the championship. We have to react."
Meanwhile, Lotus boss Eric Boullier answered "maybe" when asked on Sky UK television if the team will lodge an official protest against Mercedes' qualifying result, based on the belief the W03's F-duct solutions are illegal.