Federer, a seven-time Grand Slam champion, beat qualifier Benjamin Balleret, 6-3, 6-2, to improve his record for the year to 31-1.
Nadal topped Kristof Vliegen of Belgium, 6-3, 6-3, to run his clay-court winning streak to 39. The streak is the fourth-longest in ATP history, trailing Guillermo Vilas (53), Bjorn Borg (46) and Thomas Muster (40).
No. 15 Tommy Robredo of Spain knocked off third-seed David Nalbandian of Argentina, 5-7, 6-1, 7-5.
No. 7 Gaston Gaudio of Argentina and No. 8 David Ferrer of Spain also won their matches Thursday.