On the back of a maiden podium finish at the season-opening Australian Grand Prix, Rosberg's Williams team found that their FW30 could not generate enough grip from its tyres on the Sepang circuit.
It left Rosberg and teammate Kazuki Nakajima struggling for pace all weekend, in complete contrast to their strong form of Melbourne.
But despite the disappointment of Malaysia, Rosberg said he has good reason to feel happy with the start to the year.
"I am happy," he told autosport.com. "A podium is a podium. We got it ourselves. Okay, (Heikki) Kovalainen was unlucky with the safety car, but it wasn't a super gift for us.
"That result was really great and good for the team and everything. So I think we can accept to have a little bit of a worse weekend in Malaysia, especially since it was because of the asphalt. We will come back better in Bahrain. I still think we are the fourth best team."
autosport.com