Rosberg led the first free practice session under the rain, followed by the Red Bulls of Kvyat and Ricciardo.
The first free practice session of the US GP started with a wet track, so the drivers had to start the session with the full wet compound. The Saubers were the first out, while Pastor Maldonado had issues on his gearbox.
With one hour to go, the drivers starting using the intermediate tyres. Mercedes and Red Bull were on top ahead of Ferrari, who will have an engine change penalty for both Vettel and Raikkonen.
Rosberg led the session almost from the beginning. Behind him finished Kvyat, Ricciardo, Sainz, Hamilton, Vettel, Verstappen, Raikkonen, Alonso and Massa.