Although Rosberg can win the title with two second-place finishes and a third in the final three races, anything lower than that behind Hamilton on Sunday could significantly raise the pressure when Formula One wraps the season in Brazil and Abu Dhabi.
Mexico is one of those tracks, with the super-soft, soft and medium being the tyres available.
"The super-soft today wasn't a great tyre for the long runs as it wasn't lasting".
The Ferrari man was the first driver to attempt his flying lap on the super-soft tyres, his tidy effort of 1min 19.790s setting a benchmark his rivals couldn't manage as they come up against distinct lack of grip around the Mexican venue.
Hamilton, who was beaten to pole and win by Rosberg in Mexico last year, said he had had "a solid day", adding: "The track is feeling better than it did last year and I feel a lot more comfortable in the vehicle than I did the first time we came to this circuit, so hopefully I can carry that through the rest of the weekend". He thought there would be higher grip levels one year on from the Mexican Grand Prix's return to F1 and believes we could see a "mixed bag" of tyre compounds used in Q2.
"The auto seems to work, not only from the result but as an overall feeling". By Sunday the last half of the race will be better but I think we'll fight the balance from now until the end, trying to get comfortable with a slick-feeling track.
"I didn't have successive laps because I had so much traffic, but overall the pace was good, which is the most important thing".
In contrast, Rosberg improved on his second "push" lap to 1m20.225s to go P3, 0.435s down on Vettel, with Ricciardo going P5 on 1m20.448s. We need to be realistic. Both of the Red Bull cars appeared to suffer from a loss of power in the thin air. Verstappen ran early, keen to make up for the time lost in the first session due to a rear-brake fire. He said the short runs were "not representative" as a result but that "our race pace was very strong". If we are in the same position tomorrow afternoon, then we can be happy.
Will Rosberg wrap up the title in Mexico?
Kimi Raikkonen was third fastest in the second Ferrari ahead of the two Mercedes-powered Force India's of local star Sergio Perez and Nico Hulkenberg with Valtteri Bottas taking sixth spot for Williams, also powered by Mercedes.