The Englishman lapped in 1m 16.118s, 0.175 quicker than Rosberg and 0.455s ahead of Vettel. The Red Bull's speed is particularly interesting as it suggests Renault have made significant progress with their power unit.
Ferrari, too, had something to cheer as Kimi Raikkonen took fourth on 1m 16.648s ahead of Fernando Alonso on 1m 16.701s. The Williams drivers were locked together too with Felipe Massa leading team mate Valterri Bottas, 1m 16.774s to 1m 16.893s, for sixth and seventh.
But the closest-matched team mates were McLaren's Kevin Magnussen and Jenson Button on 1m 17.052s and 1m 17.059s.
Jean-Eric Vergne completed the top 10 for Toro Rosso with 1m 17.180s, but team mate Daniil Kvyat sat out much of the session with mechanical problems after lapping in 1m 18.732s on the soft tyres. That left him 19th overall - without a supersoft tyre run.
Romain Grosjean pushed his Lotus to 11th with 1m 17.626s ahead of Red Bull's Daniel Ricciardo, who was troubled by understeer on his way to 1m 17.644s. The Australian was also reprimanded ahead of the session for a dangerous incident in the pits in FP1 when he swerved around Pastor Maldonado's Lotus.
The Venezuelan was 15th on 1m 17.868s, behind the Force Indias of Nico Hulkenberg and Sergio Perez on 1m 17.712s and 1m 17.819s.
Continuing the general two-by-two theme, Adrian Sutil was 16th on 1m 17.964s ahead of Sauber partner Esteban Gutierrez on 1m 18.340s.
Max Chilton was 18th for Marussia with 1m 18.693s ahead of Kvyat and Caterham's Kamui Kobayashi who had a few off-road adventures on his way to 1m 20.244s, while his team mate Marcus Ericsson's CT05 stopped at Turn 3 early on with a transmission problem, leaving him 21st on 1m 22.418s.
After brushing the wall this morning, and having a new gearbox fitted, Jules Bianchi sat out most of the session with more technical problems and ended down in 22nd with 1m 32.127s.
Overall it was another scruffy session as drivers tested the limits of their cars and the circuit. An incident between Magnussen and Sutil at the final corner was investigated by the stewards, who decided that no further action was required, while Raikkonen spun at Turn 10 and Gutierrez spun at Turn 4, both without hitting anything.