The circuit, which has been completely resurfaced since last year, yielded little grip to begin with, although the drivers commented favourably on how much smoother it felt.
While myriad drivers had off-track moments throughout the 90-minute session as a result, Rosberg was quickly up to speed and, after eradicating some understeer, eventually worked his way down to a 1m 12.764s. Hamilton was only 0.221s slower, on 1m 12.985s, after complaining that his rear tyres were overheating.
Toro Rosso had a good morning, as Daniil Kvyat impressed with 1m 13.723s for third fastest time and rookie Max Verstappen continued to win his spurs with sixth fastest time of 1m 13.827s in Jean-Eric Vergne's car.
Between them, former Ferrari team mates Fernando Alonso and Felipe Massa lapped in 1m 13.742s and 1m 13.811s, for Ferrari and Williams respectively.
Pastor Maldonado made it a good morning for Lotus with the seventh fastest time of 1m 14.034s, ahead of Ferrari's Kimi Raikkonen, who spun twice in the final minutes of the session after posting a best of 1m 14.114s. Kevin Magnussen was next up for McLaren with 1m 14.136s, while team mate Jenson Button didn't even complete one lap - electrical problems meant he rolled to a halt in the pit entry at the end of his first installation lap, and left him consigned to the garage thereafter.
Daniel Ricciardo completed the top 10 for Red Bull with 1m 14.197s ahead of Sauber's Adrian Sutil on 1m 14.434s. The Swiss team's new 2015 signing, Felipe Nasr, was 12th in Valtteri Bottas's Williams with 1m 14.522s, ahead of Force India's Nico Hulkenberg on 1m 14.678s and Sebastien Vettel on 1m 14.902s in the second Red Bull.
Romain Grosjean lapped his Lotus in 1m 15.109s, while Daniel Juncadella was the last driver to post a time, going round in 1m 16.030s in Sergio Perez's Force India. However, the Spaniard's session ended early when he lost the rear of his car and slid into the tyre wall at Turn 8, which briefly brought out the red flags.
Besides Button, Esteban Gutierrez was unable to record a time due to technical problems with his Sauber.