The six-time Formula 1 champion won with 1 minute 15.584 seconds.
Finn team-mate Valtteri Bottas finished second, 0.059 seconds back. The top three were closed by Dutchman Max Verstappen from Red Bull (+0.708).
Russian driver Aplha Tauri Daniil Kvyat took 12th place in the final protocol.
Earlier it was reported that Hamilton showed the best time in the third practice of the Spanish Grand Prix.