Vettel became a double world champion five days ago in Japan and finished second after a late run in Yeongam. Michael Schumacher set the leading time for Mercedes ahead of Force India's Paul Di Resta.
Lewis Hamilton was sixth for McLaren with Jenson Button bottom after he decided not to set a time in the damp. Despite becoming a double world champion, Vettel insisted the pressure is back on this weekend as he hunts his 10th win of the season. But the German had to take it easy in first practice and left it late to set his fastest lap, narrowly matching Schumacher's mark by 0.056 seconds.
Vettel had tip-toed around the circuit, taking care to stay away from the kerbs, but he shook his fist as he found himself squeezed by one of the Virgin Racing cars. Mark Webber was 10th fastest for Red Bull, who can wrap up the constructors' title in Korea. "We can win it if we out-score McLaren," team principal Christian Horner told BBC Sport.
"This circuit was cruel to us last year so hopefully we can do better this weekend, although we don't underestimate our opponents."That was a reference to the engine failure that forced Vettel to retire while leading in Korea last year, handing victory to Ferrari's Fernando Alonso.
Button, who won the last race in Japan, his McLaren team-mate Lewis Hamilton and Alonso are also confident they can challenge Vettel here, encouraged by the fact that the three teams finished were separated by just two seconds across the line in Suzuka. Hamilton was the first driver to set a time on the full wet tyres as McLaren explored the performance of a mysterious mechanical element.
Getting out into some clear air could also have been a tonic for the 2008 champion, who revealed in Korea it would take him some time to recover from his difficult season. "A lot of other drivers would be driving well within themselves but Hamilton is committed going in the corners and is happy to fish-tail the rear end on the exit of the corners," said BBC 5 live analyst Anthony Davidson.
Hamilton was 0.607secs off the pace while Button chose not to set a time, despite telling his team earlier that the grip on his installation lap was better than expected. "I'm sure everyone is frustrated as in these sort of conditions it's hard to know what you relative pace is," commented McLaren team boss Martin Whitmarsh. "But the rest of the weekend should be dry."
Schumacher shot to the top of the timesheets with a late run and Di Resta followed suit to push his Force India team-mate Adrian Sutil into fourth place by 0.229secs.
It was a damp debut in first practice for Jean-Eric Vergne, who was given Jaime Alguersuari's Toro Rosso seat as Red Bull attempt to assess their junior drivers. The Frenchman completed just nine laps and was almost five seconds off the pace in 13th.
Narain Karthikeyan and Karun Chandhok tuned up for their cameos at the Indian Grand Prix with final runs for HRT and Team Lotus. Karthikeyan and HRT team-mate Daniel Ricciardo completed more laps than any other driver, clocking 14 laps each.