The Ferrari driver was fractionally quicker than Max Verstappen’s Red Bull.
The margin at the top of the timesheets between the two was just 0.050 seconds, both times being set on the hypersoft tyre at this 5.8km circuit on the shores of the Black Sea.
Mercedes’s Lewis Hamilton was third quickest, 0.3s down on championship rival Vettel, but like his teammate Valtteri Bottas – who was fourth fastest – the Briton spent most of the 90-minute session running on the soft tyre.
Daniel Ricciardo was fifth overall, but had to sit out most of practice after he came into the pits early with smoke billowing from the rear of his Red Bull.
His mechanics took the floor off his car to investigate the problem.
Ricciardo will face a grid penalty for Sunday’s race for power unit changes, along with his teammate Verstappen and three other drivers. They include the Toro Rosso duo of Pierre Gasly and Brendon Hartley and also Fernando Alonso (McLaren).
Friday morning’s first practice session at Sochi took place in warm and overcast conditions without any major incident.
There was spin by Williams’s Lance Stroll half an hour before the end of the session, while early on Lando Norris also looped his McLaren around at Turn 4.
Norris was one of four driver changes for the opening session of the weekend. Norris took over Alonso’s seat, while local driver Artem Markelov was in for Carlos Sainz at Renault.
Esteban Ocon was sixth fastest for Force India ahead of Kimi Raikkonen’s Ferrari and Kevin Magnussen’s Haas.
Nico Hulkenberg was ninth in the timesheets but was forced to pit before the end of the session with an issue with his Renault.
Sauber’s new signing for 2019, Antonio Giovinazzi stepped in for Marcus Ericsson while Nicholas Latifi replaced Sergio Perez at Force India for the 90-minute session.
|Pos||Driver||Car / Engine||Time||Gap||Laps|
|2||Max Verstappen||Red Bull/TAG Heuer||1’34.538||0.050||22|
|5||Daniel Ricciardo||Red Bull/TAG Heuer||1’35.524||1.036||11|
|6||Esteban Ocon||Force India/Mercedes||1’35.663||1.175||24|
|12||Pierre Gasly||Toro Rosso/Honda||1’36.944||2.456||25|
|17||Nicholas Latifi||Force India/Mercedes||1’37.206||2.718||24|
|19||Brendon Hartley||Toro Rosso/Honda||1’37.944||3.456||28|