McLaren need more at 'home' race
Best of the rest was Renault's Nico Hulkenberg in seventh, ahead of the surprising Toro Rosso of Pierre Gasly and McLaren's Fernando Alonso and Stoffel Vandoorne.
Gasly was running a new aerodynamic part on his car, but team-mate Brendon Hartley was not, and was 12 places behind the Frenchman in 20th.
If Gasly and Alonso's positions are repeated on Saturday in qualifying, it would be embarrassing for McLaren at the home race for their chief shareholders, the Bahraini sovereign investment fund.
McLaren dropped Honda engines at the end of last year - at a net cost of about $100m - claiming their lack of performance and reliability was holding back a car they said was one of the best in the field.
However, Alonso told BBC Sport that McLaren had been hiding their true pace on the short runs and that their form was better represented by their long-run pace, on which he was about 0.5secs slower than Vettel on the same soft tyre.