The German lapped in 1m 41.424s - 0.369s faster than his British title rival, though Hamilton appeared to be on his way to a quicker lap late in the session before losing time in the last sector of his final flyer.
The Mercedes duo were, as expected, way ahead of their opposition on the supersoft Pirellis, with Felipe Massa's third fastest lap of 1m 42.429s a full 1.005s slower than Rosberg's best. Massa's Williams team mate Valtteri Bottas had been very quick on the softs, but unusually the Finn made a mistake in the last corner of his best lap on supersofts. He recorded a 1m 42.794s for P8 and later had a big lock-up trying to improve on that.
Between the two Williamses, Fernando Alonso bolted the supersofts on very early in the session and went round in 1m 42.653s, which held up for fourth even though the Ferrari man's running stopped with 25 minutes left to run. Sebastian Vettel got very close to the Spaniard with 1m 42.679s for Red Bull, chased by McLaren's Jenson Button on 1m 42.768s and team mate Daniel Ricciardo on 1m 42.773s.
Daniil Kvyat took his Toro Rosso round in 1m 42.809s as Kimi Raikkonen's 1m 43.038s in the second Ferrari completed the top 10.
Kevin Magnussen was 11th in the other McLaren on 1m 43.112s, ahead of Jean-Eric Vergne's Toro Rosso on 1m 43.352s, the Force Indias of Sergio Perez and Nico Hulkenberg on 1m 43.360s and 1m 43.501s respectively, Esteban Gutierrez on 1m 43.643s for Sauber, and Lotus duo Pastor Maldonado and Romain Grosjean on 1m 43.718s and 1m 43.778s.
Adrian Sutil lapped his Sauber in 1m 44.022s, while Kamui Kobayashi headed rookie Caterham team mate Will Stevens with 1m 45.044s to 1m 45.959s on the supersofts. On softs, Stevens had been within half a second of the Japanese driver as he got progressively quicker the more laps he completed.
Things are perfectly poised for what should be a thrilling final qualifying session of the season. All eyes, of course, will be on Mercedes' title-chasing duo...