As was the case in 2013, practice got off to a relatively leisurely start as cool ambient temperatures of 14 degrees Celsius kept the times down.
Alonso set the pace on 1m 39.783s, 0.398s ahead of Rosberg's Mercedes, but team mate Kimi Raikkonen failed to record a time after being beset my mechanical problems that could not be resolved in the 90 minutes.
After Rosberg's 1m 40.181s, Daniel Ricciardo jumped up to third for Red Bull on 1m 40.772s ahead of Jenson Button who lapped his McLaren in 1m 40.970s.
Nico Hulkenberg continued Force India's strong 2014 showings with fifth on 1m 41.175s, ahead of Kevin Magnussen in the second McLaren on 1m 41.366s, Jean-Eric Vergne in his Toro Rosso on 1m 41.505s and Lewis Hamilton in the second Mercedes on 1m 41.560s.
Red Bull's Sebastian Vettel was ninth on 1m 41.629s, ahead of Williams' Felipe Massa on 1m 41.699s and Daniil Kvyat on 1m 41.977s. The young Russian provided two dramatic moments when he spun his Toro Rosso at Turns 2 and 16.
Romain Grosjean continued Lotus's climb back towards competitiveness with 1m 42.090s, to lead Felipe Nasr who took Valtteri Bottas' Williams round in 1m 42.265s for 13th. Giedo van der Garde likewise subbed for Adrian Sutil at Sauber with 1m 42.615s, which left him ahead of Force India's Sergio Perez on 1m 42.733s.
Pastor Maldonado was 16th in the second Lotus on 1m 43.731s, as Kamui Kobayashi took his Caterham round in 1m 44.038s to lead Esteban Gutierrez - who missed the first half of the session with a clutch issue - on 1m 44.162s for Sauber.
Jules Bianchi suffered issues with his Marussia's fuel system but was able to head team mate Max Chilton, 1m 44.270s to 1m 44.782s respectively, and Marcus Ericsson€s Caterham on 1m 44.835s.