The Finn lapped the six-km Baku street circuit in one minute, 40.495 seconds, just 0.059 seconds faster than team mate and championship leader Lewis Hamilton.
Vettel will be sharing Ferrari testing duties with the 20-year-old at Bahrain's Sakhir circuit next week after the second grand prix of the season.
The Formula One season starts in Australia on March 17 with new regulations, changed lineups, a trio of young rookies fresh from Formula Two and the comeback of Poland's Robert Kubica.
Six-times world champion Lewis Hamilton and his team will take centre stage, hoping for another year of dominance after winning both titles for the past six years and ending up fastest in winter testing. Ferrari can be trusted to provide plenty of headlines with four-times champion Sebastian Vettel fighting to reassert himself at the team after being outshone by quick newcomer Leclerc, a double winner in 2019.
Hamilton already had more race wins, pole positions and podium finishes than any other driver in the history of the sport.
Lewis Hamilton collected his champion's trophy at a glittering gala in Paris after ending the year in touching distance of Michael Schumacher's records for wins and titles.
Ferrari's Charles Leclerc held off Lewis Hamilton to win his first Formula One race on Sunday in the Belgian Formula One Grand Prix.
Red Bull's Max Verstappen celebrated his first Formula One pole position at the Hungarian Grand Prix on Saturday.
The Scottish broadcaster said Murray was self-isolating and still had hopes of competing in the Australian Open next month.
Ferrari's times were eye-catching, and quicker than anything from last year's weather-affected first four-day test at the Circuit de Catalunya.
Hamilton has won the last three races, out of four so far in this COVID-19 affected season, and will start as favourite again.
'I was never Mad Max. I was just Max who was trying to get the best result for the team'
Credit rating agency Moody's changed Formula One's outlook to negative from positive on Thursday to reflect the impact of the coronavirus crisis on a global sport that has yet to race in 2020.
Valtteri Bottas won the Azerbaijan Grand Prix on Sunday and retook the Formula One lead from team mate Lewis Hamilton after a fourth successive one-two finish for Mercedes.
Ferrari's Sebastian Vettel qualified third, ahead of 21-year-old Monegasque team mate Charles Leclerc who was unable to repeat his Bahrain Grand Prix pole of two weeks ago.
In a race of safety cars and surprises, Verstappen's former team mate Pierre Gasly made a first podium appearance in second place for Red Bull-owned Toro Rosso, a rare Honda-powered one-two.
Sebastian Vettel has never been one for social media or had much time for esports but even the four-times world champion has shifted his stance, however slightly, under Formula One's coronavirus lockdown. Although the 32-year-old Ferrari driver is still not remotely tempted by Twitter or Instagram, he has acquired a gaming rig. Just how much the German uses it remains to be seen.
The front row lockout was a record-equalling 65th for champions Mercedes.
Haas, a six-time PGA Tour winner, was scheduled to play in the Genesis Open at the Riviera Country Club in Pacific Palisades that begins Thursday, but will withdraw to recover at his home in Greenville, South Carolina, his manager said.
Lewis Hamilton was 'shocked' with the pace of Mercedes after notching a record-extending eighth pole position at the Australian Grand Prix ahead of team mate Valtteri Bottas as they thrashed their Formula One rivals in qualifying on Saturday.
Mercedes's brilliant pitstop strategy spoiled the game for Max Verstappen in Hungarian Grand Prix, says Rediff's F1 columnist Raja Sen.
Summary of sports events and persons who made news on Friday
'The phenomenal Max Verstappen was both sloppy and superb in Germany, getting caught out during the first two starts, and even spinning his car around to give the crowd something to gasp at with a Batmobile-esque 360 degree turn. 'After Hamilton crashed and Verstappen sniffed victory, though, he pounced hard, put his foot down, and took a deserved race win,' says Rediff's F1 columnist Raja Sen.
Formula One rookie George Russell's earliest motorsport memory is of pedalling a toy tractor around Britain's go-kart paddocks.
