The four parties, led by Gusmao's Congress for the Reconstruction of East Timor (CNRT), will submit a formal request to Jose Ramos-Horta, the president, for approval, Gusmao said in the capital, Dili on Friday.
The alliance has said it would try to form its own government, or go into opposition if unsuccessful.
Ramos-Horta, a Nobel Peace Prize winner, has said there may be trouble if a coalition government was formed without including all major parties.
Fretilin leaders have said the party was also in discussions with several other blocs on the possibility of a coalition government, but ruled out any deal with Gusmao's party.
Fretilin won the highest number of votes in the elections but fell short of a legislative majority to form a single government, forcing it to consider other options.
The CNRT got about six percentage points less than Fretilin, according to a count of 97 per cent of ballots cast.
East Timor voted to break away from Indonesian rule in 1999 and, after a period of United Nations administration, became independent in 2002.
The former Portuguese colony is one of the world's poorest countries, but has rich energy resources that are only beginning to be developed.