Marquez's team-mate Dani Pedrosa posted the second fastest time, while Team Suzuki Ecstar rider Aleix Espargaro was impressive on his new bike as he clocked the third fastest time of the session.
Marquez, who is targeting his third consecutive MotoGP title, won't be too worried about Pedrosa or Espargaro as his fastest lap time of 1m55.849s was almost a second and a half quicker than anyone the rest of the field.
However, the 22-year-old remains wary of the fact that the lap times will keep improving once all the riders get accustomed to the Losail International Circuit.
"Today went pretty well," Marquez said after his practice run. "It is always important to make a good start to the weekend. I felt good and the feeling was similar to that which we had in pre-season testing, although maybe there was a little less grip.
"We tried some things that we had prepared after the test and this went well. Tomorrow we will try to keep progressing, but we can't forget that the track surface here will improve a lot and the times will come down."