Rosberg has been in dominant form over the past three races, winning them all to turn a 19-point deficit into an eight-point lead in the title race.
But his Mercedes team-mate and the reigning world champion Hamilton returned to top form with a lap of the 5.543km Sepang circuit in 1min 34.944sec on his soft-tyre qualifying simulation run, 0.244sec quicker than the German.
With the sun heating the newly-laid track to a blistering 58 degrees Celsius (136 Fahrenheit), Hamilton proved most adept at getting the best from his tyres in the harsh conditions.
After losing more than half of his set-up time to mechanical problems in practice two weeks ago in Singapore,
Rosberg praised the new track surface and the remodelled final turn 15 which now has a slope toward the outside of the hairpin bend.
Ferrari were the next best in the classification, with last year’s winner Sebastian Vettel third fastest in 1:35.605 followed by Kimi Raikkonen.
Raikkonen was less pleased after he struggled with the balance of his car early in the session.
Late in the session birthday boy Max Verstappen, who turned 19 on Friday, gave himself something to celebrate by pushing up to fifth behind the Ferraris with a lap of 1:36.037.
But the other Red Bull of Daniel Ricciardo was relegated to eighth place as the Force India of Sergio Perez and the McLaren of Fernando Alonso went sixth and seventh fastest respectively.