Rossi completed 25 laps for Caterham in the first practice session.
He ended up 21st overall, just under a second slower than team mate Vitaly Petrov.
“I am very pleased with how this morning’s session went,” he said. “We completed the programme the team had set and I acclimatised quickly to the step up to F1.
“This isn’t my first time working with the team, I already have a day at the Abu Dhbai young driver test last year under my belt, but coming into a full race weekend is a very different proposition to the young driver test.
“Today wasn’t about setting the quickest lap I could – there may have been another seven or eight tenths to be found but the main thing today was to learn as much as I could, contribute by following the plan, give the engineers clear, concise feedback, and not make any mistakes.
“That’s what we did so I think it’s been pretty much as good as it could have been.”
Pictures: Alexander Rossi’s F1 debut in Spain
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Image © Caterham/LAT