For the first time in six races, Vettel was not quickest on a Friday, with Lewis Hamilton topping the times both in the morning and the afternoon sessions.
Red Bull driver Vettel finished in second place, a tenth behind the Briton.
The championship leader insisted he is not expecting to have it as easy as he did in Singapore, a race he dominated.
"I think Singapore was exceptional in many ways," said Vettel. "I think it was close today.
"You don't know what other people were doing with fuel loads etc, but give or take 10 kilos up or down, it is still quite close and tomorrow in qualifying it will be tight, especially as Mercedes is always performing very well in qualifying.
"There is room for improvement but I think things will be very close this weekend with Mercedes."
Team-mate Mark Webber, fourth quickest in the afternoon, admitted he was not too happy with his car's balance, despite finishing less than a tenth behind Vettel.
"Not great. We need to work on it," he said. "I think more that it is understanding the tyres again, it is getting them working.
"We need to work on our long-run balance because I will be out of position after qualifying, so we need a car that is strong in the first sector so we can get some overtaking done."
- Sports & Recreation
- Motor Racing