Red Bull's Max Verstappen was the leader in the first practice.
The world champion was 0.289 seconds off the pace while Charles Leclerc was third.
At the mid point of the session, Leclerc was ahead of Verstappen but failed to improve as much as Sainz.
Leclerc lost a lot of ground in the championship when he crashed in France.
Verstappen leads the race by 63 points.
Lando and George Russell were both from Britain and Lando was fourth fastest.
Lewis Hamilton's Mercedes was the fastest followed by Red Bull, McLaren, and the Alpines.
Hamilton and Alonso both ran off the track, but there were no major accidents.
Sebastian Vettel, who announced on Thursday that he would retire at the end of the season, was 11th fastest in the car.
A form of end-plate has been reintroduced by the company.
These parts of the rear wing were replaced with a curved transition from the sides of the wing to the down force-creating elements in order to prevent them from being used.
The package of changes made it easier for cars to follow each other.