The 27-year-old now has a hat-trick of first place practice finishes after being fastest in the final practice session in Melbourne last week.
Hamilton began the opening Grand Prix of the season on pole, but was overtaken by team-mate and eventual race winner Jenson Button on the first corner on his way to finishing third.
He couldn’t hide his disappointment after the race despite Button’s victory making it a successful start to the new season for McLaren.
However, the 2008 World Champion appears to have quickly put that behind him by posting a time of 1.38.021 seconds in the first session at Sepang and was only 0.151 seconds slower in the second.
Reigning double world champion Sebastian Vettel was second fastest in the morning session with a time of 1:38.535, just ahead of the Mercedes pair Nico Rosberg and Michael Schumacher.
However, he could only set the 10th fastest time in the afternoon as he struggled to get to grips with a car he described over the team radio as being ‘all over the place’ and ‘un-driveable’.
Button was third fastest in the afternoon, with Rosberg and Schumacher completing the top four in the second session.
“It was a good day for me. I was quite happy with the balance of the car, I’ve made some changes since the last race but obviously it can always be better,” said Hamilton
“It’s set-up, different characteristics. I had a different wing on for the last race which I hadn’t used for a year.
“I thought it would be better but in high-speed corners it was too much for the race. In qualifying it was good.
“I made a step backwards this race and a couple of other changes, roll stiffness and ride-height and hopefully they have helped.”
Darren Ferguson declared his delight at a 'big win' for Doncaster after they saw off Bradford 2-0.
Doncaster took a major step towards securing their Sky Bet League One survival by beating Bradford 2-0.
Southampton manager Mark Hughes was delighted to see his new side reach the FA Cup semi-finals but also warned that the Premier League remains a concern.
Borussia Dortmund winger Andre Schurrle was delighted with the team's hard-fought 1-0 Bundesliga victory over Hannover 96 on Sunday afternoon.