Mercedes driver Nico Rosberg posted the fastest time in the first practice session of the Monaco Grand Prix on Thursday.

The German driver has been on pole position for the last two races and clocked 1 minute, 16.195 seconds to finish 0.087 faster than Ferrari rival Fernando Alonso.

Alonso won the Spanish GP two weeks ago and is looking to become the first driver to win in Monaco with three different teams. Romain Grosjean was third fastest for Lotus.

Although Mercedes has been fastest in qualifying for the last three races, Rosberg and teammate Lewis Hamilton have yet to win a race.

Hamilton, who took pole at the Chinese GP, was fifth behind Ferrari driver Felipe Massa.

Championship leader Sebastian Vettel was 10th ahead of Thursday's second practice run.

With bright sunshine and clear blue skies magnifying the picturesque setting, Vettel sat out the early part of the session and took in the splendid view over Monaco's glistening harbor. He completed only 23 laps to Rosberg's 31, but Mercedes has been staying out longer in practice because the cars lack have lacked durability during races.

Ferrari's brief in recent races has been to close the gap on Red Bull in qualifying, because neither Massa nor Alonso has managed a pole position yet.

Alonso won in Spain from fifth on the grid, but that is unlikely to be good enough in Monaco, where only two drivers have won from outside of pole in the last 10 years — and they both started from third place.

"We know Monaco is a unique track and you need a very special set-up and good confidence to drive here," Alonso said. "But we also did two podiums in the last two years so it should be good for us to be quite competitive and to have a good result."

Monaco's sinewy, tube-like track offers spectators a unique view, but it is one of the hardest to master for drivers and takes even more concentration than usual.

Massa had a close shave when he made a late decision to enter the pit lane and narrowly missed Marussia's Max Chilton, and German driver Adrian Sutil spun around the St. Devote turn, lightly touching the crash barriers but avoiding any serious damage to his Force India.

Red Bull has won the last three races in Monaco, all from pole position. Mark Webber won last year and in 2010, and Vettel took the checkered flag in 2011. But, with overtaking so difficult, Mercedes will be well set to clinch a first win of the season if Hamilton or Rosberg continue their qualifying streak to four straight poles.