Two hours after a downpour, the Red Bull driver from Germany clocked 1min 50.566sec on the drying street circuit to overhaul McLaren’s Lewis Hamilton by 0.049sec.
Hamilton’s team-mate Jenson Button was third quickest ahead of Ferrari’s championship leader Fernando Alonso, Williams driver Pastor Maldonado and Red Bull’s Australian pilot, Mark Webber.
Nico Hulkenberg, Paul di Resta, Daniel Ricciardo and Sauber’s Sergio Perez rounded out the top 10 after the 90-minute session held in high humidity as dusk fell over the floodlit, downtown course.
In one of the few untoward incidents, Maldonado locked up a front wheel as he missed a sharp left-hander and ended up in a run-off area.
Ma Qinghua, who became the first Chinese driver to take part in Formula One during practice for this month’s Italian Grand Prix, finished slowest of the session for HRT.
With seven races to go, Alonso leads the standings by 37 points ahead of Hamilton, who has won two of the last three races. Lotus’s Kimi Raikkonen and Vettel, bidding for a third straight title, are both close behind.