In his best attempt in the third qualifying segment, the seven-time champion covered the Sakhir circuit in 1 minute 27.264 seconds.
The second was his Mercedes partner Finn Valtteri Bottas.
The third was completed by the Dutchman Max Verstappen from Red Bull.
Russian Alpha Tauri racer Daniil Kvyat, who made his way to the third segment, took tenth place, 1.354 seconds behind the winner.
Earlier it was reported that Verstappen became the best in the third practice of the Bahrain Grand Prix.