Remarks: As @Michael Rozenberg pointed out, the case $n=3, 4$ can be proved nicely by the power mean inequality,
and the case $n=5$ can be proved by the Buffalo Way (BW).
Actually, the case $n=6$ can be also proved by BW. I believe the cases $n=7, 8$ can be proved by BW.
I leave them for the author of the OP.
Case $n=3$: Since $a_1^2a_2^2 + a_2^2a_3^2 + a_3^2 a_1^2 \le \frac{(a_1^2 + a_2^2 + a_3^2)^2}{3}$, it suffices to prove that
$(a_1^3 + a_2^3 + a_3^3)^2 \ge \frac{(a_1^2 + a_2^2 + a_3^2)^3}{3}$
which is true by the power mean inequality.
Case $n=4$: Since $a_1^2a_2^2 + a_2^2a_3^2 + a_3^2a_4^2 + a_4^2a_1^2 = (a_1^2 + a_3^2)(a_2^2 + a_4^2) \le \frac{(a_1^2 + a_2^2 + a_3^2 + a_4^2)^2}{4}$,
it suffices to prove that
$(a_1^3 + a_2^3 + a_3^3 + a_4^3)^2 \ge \frac{(a_1^2 + a_2^2 + a_3^2 + a_4^2)^3}{4}$
which is true by the power mean inequality.
Case $n=5$:
Let $b_1\le b_2\le b_3\le b_4\le b_5$ be the rearrangement of $a_1, a_2, a_3, a_4, a_5$. We have
$$a_1^2a_2^2 + a_2^2a_3^2 + a_3^2a_4^2 + a_4^2a_5^2 + a_5^2a_1^2
\le b_1^2b_2^2 + b_1^2b_3^2 + b_2^2b_4^2 + b_3^2b_5^2 + b_4^2b_5^2.$$
See: farfuridi@AoPS,
and the first solution of Putnam 1996 B3.
It suffices to prove that
\begin{align}
& (b_1^3 + b_2^3 + b_3^3 + b_4^3 + b_5^3)^2 \\
\ge \ & (b_1^2 + b_2^2 + b_3^2 + b_4^2 + b_5^2)
(b_1^2b_2^2 + b_1^2b_3^2 + b_2^2b_4^2 + b_3^2b_5^2 + b_4^2b_5^2).
\end{align}
The Buffalo Way (BW) kills it.
Hint: Let $b_2 = b_1 + s, b_3 = b_2 + t, b_4 = b_3 + r, b_5 = b_4 + u$
for $s, t, r, u\ge 0$.
Case $n=6$:
Let $b_1\le b_2\le b_3\le b_4\le b_5 \le b_6$ be the rearrangement of $a_1, a_2, a_3, a_4, a_5, a_6$. We have
$$a_1^2a_2^2 + a_2^2a_3^2 + a_3^2a_4^2 + a_4^2a_5^2 + a_5^2a_6^2 + a_6^2a_1^2
\le b_1^2b_2^2 + b_1^2b_3^2 + b_2^2b_4^2 + b_3^2b_5^2 + b_4^2b_6^2 + b_5^2b_6^2.$$
It suffices to prove that
\begin{align}
&(b_1^3 + b_2^3 + b_3^3 + b_4^3 + b_5^3 + b_6^3)^2\\
\ge \ & (b_1^2 + b_2^2 + b_3^2 + b_4^2 + b_5^2 + b_6^2)
(b_1^2b_2^2 + b_1^2b_3^2 + b_2^2b_4^2 + b_3^2b_5^2 + b_4^2b_6^2 + b_5^2b_6^2).
\end{align}
The Buffalo Way (BW) works.