He is out of contract at the end of a season in which he will seek to secure his fourth Formula One drivers' title in five years.
Formula One's sporting regulations state that a gearbox must be used for six consecutive races, and the Brit's unscheduled change of unit has automatically triggered a penalty.
World champion Lewis Hamilton has been at the centre of much conjecture about his future as he still has not signed an extension to his contract with Mercedes, which runs out at the end of 2019.
But the Briton already faces a tall order to finish above his rival after it was confirmed by Mercedes he will take a five-place grid penalty. Raikkonen's time of 1 minute, 29.8 seconds on the 5.4-kilometer (3.3-mile) desert circuit was a fraction quicker than Vettel's.
"It's been a normal Friday, we've got through all our programme", he said.
"The auto feels OK, but we still need to find some pace, especially for a single lap", Bottas said.
Raikkonen was later investigated for an unsafe release following a pitstop.
It has been widely rumoured that Red Bull driver Daniel Ricciardo has been on the radar of current Constructors' Champions Mercedes as they look to upgrade on current number two Valtteri Bottas, but Marko has raised a few eyebrows with his stunning take on the situation.
The Australian was 0.3 seconds quicker than Bottas and 0.4 seconds faster than Raikkonen in the early session. The defending F1 champion had a tricky first session, locking his tires and twice taking his Mercedes too wide on corners. He got out and helped stewards wheel it back to the team garage. "It meant that I spent the beginning of the second session searching for the balance of the auto", Verstappen said.
The race was won by Ferrari's Sebastian Vettel, thanks to a stroke of luck provided by the deployment of the virtual safety auto at just the right time for the German, also a four-times champion.