The two title rivals finished first and third at the end of the two 90-minute sessions as the £250million Circuit of The Americas played host to Formula One for the first time.
Such a scenario in Sunday's race would ensure the title fight between the duo would go down to the wire in Brazil as Vettel needs to finish 15 points clear of Alonso to secure a third successive title.
At the end of the first session on a very slippery track, Vettel was 1.4 seconds ahead of McLaren's Lewis Hamilton, the largest margin at the end of any practice run this season.
That was halved in FP2, although Vettel was hampered by a water leak from his Red Bull.
When he did emerge again he immediately went quicker and was never headed, finishing three quarters of a second faster than team-mate Mark Webber and Alonso in his Ferrari.
Despite that, Vettel said: "On a Friday you need to be careful, also the fact that it's very slippery can make a big difference, a bigger difference than you think.
"I think there were more than one or two surprises in terms of pace and people, so we'll see what happens as the track will constantly improve, and we'll go from there.
"For us it's most important we are amongst the guys at the top, and obviously we will try to improve the car to make sure we stay there."
Alonso, trailing Vettel by 10 points going into the final two races, knew better than to believe the 25-year-old German.
"There were no surprises for us," said Alonso.
"They are the quickest out there, they have the fastest package, they are first and second in practices, first and second in qualifying, and if everything goes as normal, first and second in the race.
"But sometimes in the race everything is not so normal and we are able to put pressure on them, so we will take our opportunities and we will fight every lap in the race.
"We know their strong point - and we keep repeating this every race - is the speed of their package. They are very quick.
"Our strong points are that we are a united team, a very strong team, and the driveability of our car.
"We will try to use our strong points, with the important thing to score 11 points more than them in these final two races.
"I'm still convinced we can do it, but we are not surprised when they are first and second in practice and qualifying."
Behind the leading trio, McLaren duo Hamilton and Jenson Button were a second down in fourth and fifth, whilst Force India's Paul di Resta was a lowly 18th and 3.7secs adrift.