Rosberg was clocked at 1 minute, 33.283 seconds while driving on the P Zero Yellow soft-rubber tires that will be part of the menu Pirelli provides for Formula One next season.
Rosberg's time was the fastest recorded in the four days of test laps, but was slightly slower than the fastest lap of 1:32.330 at last season's Bahrain Grand Prix turned in by Sebastian Vettel of Red Bull.
The Bahrain testing this week compiled some valuable data that will help the various teams formulate their racing strategies for next season,
"Although the teams are still at a comparatively early point on the development curve with their new cars, testing data so far indicates that the 2014 tires are more consistent and durable than their predecessors," Pirelli motorsports director Paul Hembery said in a written statement.
Bahrain is the venue for the second round of this winter's tire tests. The first was Jerez, Spain, where the weather was much cooler than the Middle East conditions at Bahrain.