The seven-time Formula 1 champion showed a result of 1 minute 27.511 seconds.
Team-mate Finn Valtteri Bottas finished second, 0.111 seconds back.
The top three were closed by Dutchman Max Verstappen from Red Bull (+0.142).
Russian Haas racer Nikita Mazepin finished 20th.
Earlier it was reported that Hamilton was punished at the Saudi Arabia Grand Prix for blocking Mazepin.