Leclerc lapped under the Yas Marina floodlights with a best time of one minute 24.809 seconds, 0.043 faster than McLaren's Lando Norris.
In an evening session halted by two red flag periods, Red Bull's triple world champion Max Verstappen was only third fastest and complaining that his car was "jumping like a kangaroo".
Sainz's car was wrecked in Las Vegas last weekend by a loose drain cover in practice but this time he spun into the barriers at turn three, blaming a bump and dirty air from a car in front causing a massive snap.
The car suffered damage to the sidepods, floor and rear suspension with the nose and front wing smashed.
The session resumed after a near half-hour delay but was halted again when Nico Hulkenberg spun his Haas into the barriers at turn one.
Verstappen then did some aggressive overtaking in the pitlane to get on track ahead of both Mercedes drivers for the final stint.
Valtteri Bottas was fourth for Alfa Romeo ahead of Red Bull's Sergio Perez, now sure of second overall in the championship, and Mercedes' George Russell who had been fastest in the afternoon.
That unrepresentative first practice saw half the grid replaced by 10 young hopefuls as teams fulfilled their obligations to give track time to rookie drivers.
Verstappen and teammate Perez sat out the unrepresentative session, with Formula E champion Jake Dennis and French F2 driver Isack Hadjar taking their places.
"For Jake making that jump from a Formula E car, no wonder he needed to tighten his helmet up after the first run because it's a massive, massive step," said Red Bull team boss Christian Horner.
"I thought both of them acquitted themselves very well and we got a lot of very good data."
Mercedes' seven-time world champion Lewis Hamilton was also absent, replaced by Danish driver Frederik Vesti as teams fulfilled their season's obligations to give track time to rookies in first practice.
Both titles have been won already by Verstappen and dominant Red Bull, with the main battle between Mercedes and Ferrari to be best of the rest.
Felipe Drugovich was second fastest in practice one with Robert Shwartzman eighth fastest for Ferrari and less than a tenth off Sainz's time.
Australian Jack Doohan had to swerve to avoid the Williams of Logan Sargeant, who later collected a reprimand for erratic driving while Williams were fined 5,000 euros ($5,453).
"Almost had the biggest accident of my life," Doohan exclaimed over the team radio. "Yeah, we saw that," came the deadpan reply.
French driver Theo Pourchaire was 14th at the wheel of the second Alfa Romeo, Mexican Pato O'Ward 15th for McLaren and ahead of Dennis and Hadjar, who was forced to go off track to avoid hitting Stroll.
Britain's Zak O'Sullivan took Alex Albon's Williams and was 18th, with compatriot Oliver Bearman bringing up the rear for Haas.
