Rosberg registered the second best time of testing so far in 1m23.022s as Mercedes finally used the quicker soft tyres after nearly 700 laps on the first four days of testing last week on the medium compound.
Ferrari's Kimi Raikkonen was second, but nearly two seconds behind Rosberg as the Finn completed 42 laps on medium tyres.
McLaren-Honda had a mixed morning as it least recovered from the reliability problems suffered at the end of last week's test with Fernando Alonso completing 50 laps.
Alonso also recorded the third fastest time, but was over two seconds back on Rosberg's time on the same soft tyres to again demonstrate the gulf between the McLaren-Honda project and Mercedes.
Brazilian Felipe Nasr debuted the Sauber C35 with the Swiss team the last to unveil its new car for the new season.
Indonesian rookie Rio Haryanto's difficult start at Manor continued as he completed only two laps without registering a time due to an oil leak.
Original source: Mercedes in command at Catalunya test