Two-time world champion Max Verstappen, Pérez’s teammate, was third with 0.004 seconds more.
Red Bull is chasing its 10th win in a row this weekend, while Verstappen is chasing a season-high 15 wins. The Dutch team and driver have already won both championships.
The penultimate race weekend of the year will be run in the sprint format and later on Friday the starting grid will be determined for a 100km race on Saturday that will decide the order for Sunday’s main event. Verstappen won the previous two sprint races of the season.
Carlos Sainz’s Ferrari was fourth quickest, 0.186 slower than Perez, but the Spaniard will take a five-place penalty at Sunday’s start after having to resort to his sixth engine of the campaign.
Britain’s Lewis Hamilton, a seven-time world champion who was awarded honorary Brazilian citizenship this week, was fifth fastest for Mercedes – just a thousandth of a second slower than Sainz – with teammate George Russell sixth.
Hamilton, last year’s winner but yet to win any event this season, complained during the hour-long session about his car’s performance.
Four-time world champion Sebastian Vettel, who will retire after the final race in Abu Dhabi, was seventh fastest in his Aston Martin and compatriot Mick Schumacher was eighth for Haas.