The Mercedes drivers were headed by Charles Leclerc in Friday's practice.
Max Verstappen was fifth fastest, but looked strong in race trim later in the session.
After Mercedes introduced an upgrade they hope will fix some of their problems, George Russell and Lewis Hamilton were second and third fastest.
Alpine's Fernando Alonso was sixth, while Carlos Sainz was fourth.
At the sixth race of the season, Mercedes were one of a number of teams to introduce significant design changes.
There will be scepticism as to whether Russell and Hamilton's performance represents a genuine step forward given the difficulty of judging true performance in practice.
At the last race in Miami on Friday, Mercedes was the third fastest team in the race, but they slipped back to their usual position as the second fastest team in the race.
Red Bull have continued their programme of taking mass out of their car to try to get it down to the minimum weight limit, while Ferrari have their first significant upgrade of the season, which is a new floor.
It is said that a further 4 kilogrammes has been shed from Red Bull since Verstappen won the Miami Grand Prix two weeks ago.
On one lap, the Ferrari showed promise, but it struggled for pace in the race.
Leclerc was on average more than a second slower than Verstappen on the race simulation runs later in the session, and complained over the radio to the team that the tyres were going into pieces.
The British team who have the biggest upgrade of any team this weekend were encouraged by the performance of Alonso and Perez.
An off-track controversy was caused by the resemblance of the new bodywork to Red Bull.
The design has been cleared by the governing body of the sport, but Red Bull are still not happy and have questioned whether some of their intellectual property has made its way to the other side.
McLaren and Alfa Romeo did not have great days.
Lando ran wide at the fast Turn Nine early in the second session and damaged the McLaren floor, ending his session.
After he had briefly replaced Alonso in the time sheets early in the session, Valtteri Bottas' Alfa Romeo broke down. The Finn ended the day in 16th place.