Vettel avoided a rash of spins and crashes Friday to clock 1min 33.852secs in the afternoon session, 0.168 quicker than team-mate Mark Webber, in hot conditions.
The performance was ominous from Vettel, who will win his fourth straight world title if Fernando Alonso finishes outside the top eight on Sunday.
The Ferrari man was 10th in the second session. Mercedes driver Nico Rosberg was third with Lotus's Kimi Raikkonen fourth.
"It's good to see we are up there today, but it's not always so important," Vettel said. "We need to step up our game for tomorrow, as Mercedes will be strong in qualifying."
News of her death broke during the second session, prompting a flood of tributes from drivers and officials. De Villota had the accident while testing for Marussia last year.
"Today's news about Maria de Villota is horrendous and tragic," said McLaren's Jenson Button.
Had been through so much - much more than most people will ever have to go through in their lives - and it's been so tough for her.
Alonso, a compatriot of de Villota's, was given the news as soon as he removed his helmet after the second session.
"At the moment, I still can't believe it and need a while to stop and think about it. Of course, it's very sad news for the world of motorsport as Maria was loved by everyone," he said.
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