After topping the times in opening practice, he was beaten by Mercedes team-mate and championship leader Kimi Antonelli who set the pace in the second session, ahead of the Ferraris and Racing Bulls' rookie Arvid Lindblad.
"It was very great fun driving that track for the first time," he said, 24 hours after describing it as the most risky on the calendar.
"It’s always a great experience driving a new circuit. For me, FP1 was strong, but we made some set-up changes in FP2, so we'll probably revert back.
"I think there's a big question mark over the tyre degradation. In FP1 with the tyre degradation we all had, we think a six-stop race would probably have been the fastest way!
"I don't think anybody's going to do a six-stop race on Sunday and I'm sure tyre deg’ will be better, but with that big long corner – La Monumental – it really hurts the tyres.
"That's going to be a real challenge for everyone."
La Monumental is the signature feature of the new circuit, built around an exhibition centre close to Barajas airport.
It is a 550-metre long, banked and horseshoe-shaped corner that make demands of cars, drivers and tyres at high speed.
Mercedes' deputy team chief Bradley Lord pointed out that it was not only the Monumental that was tough on tyres, but the sequences of curves.
"It's corner after corner after corner without a chance for the tyres to have a breather on the lap," he said. "How the tyres cope is going to be decisive.
"We might see other thermal effects that push you into more stops than the computers expect you to make.”
Antonelli, fresh from his record-breaking home win from 19th on the grid at Monza, kept a low profile on Friday and let his driving, on track, do the talking. It has already lifted him 66 points clear of Russell in the title race.