Leclerc proved to be the strongest, completing his best lap on the city track in Baku in 1 minute 41.359 seconds.
Second place was taken by Mexican Red Bull driver Sergio Perez, 0.282 seconds back, and his teammate, current world champion Max Verstappen from the Netherlands (+0.347) rounded out the top three.
The race itself will take place on June 12.
Earlier it was reported that Perez became the best in the third free practice at the Azerbaijan Grand Prix.