Reliability fears temper Mercedes win
While Rosberg was dominant in his fully functioning W05, his pole-sitting team-mate Lewis Hamilton lasted only four laps before a misfiring cylinder ended his race.
World champion Sebastian Vettel was also an early retiree after power problems in his Red Bull, underlining this year's unpredictability as teams grapple with new hybrid technology.
"Despite our success, we also know that there is still some work to do," said Rosberg, who streaked away from third on the grid for a wire-to-wire victory.
"We saw over the weekend that reliability is still a concern and it prevented us from having a strong two-car finish.
"We have two weeks to improve that. I am very much looking forward to (the next race in) Malaysia and I would love to race again tomorrow."
Red Bull's Daniel Ricciardo was disqualified from second place for violating fuel rules, in another illustration of the challenges facing teams this year.
But McLaren were rewarded for getting both their cars to the finish line, with debutant Kevin Magnussen classified second and Jenson Button third after Ricciardo's disqualification.
"We know that reliability will be crucial to this long season and we will be working hard to improve the situation for the race in Malaysia," said Mercedes team boss Toto Wolff.
Hamilton, the 2008 world champion and the pre-race favourite after a thrilling drive in qualifying, said Mercedes would learn from their "costly hiccup".
"Of course I'm disappointed with my own race and when I think about all the work that has gone on back at our factories, it's tough to have a costly hiccup," he said.
"However we have achieved an incredible amount to get here, to be at the front and to be so competitive. We will bounce back and learn from this. There is a very long way to go this season."
Rosberg claimed his fourth grand prix win but with the sport in so much flux, he is far from raising hopes of emulating his father Keke's 1982 world championship win.
However, Rosberg drew great encouragement from the performance of his "unbelievably quick" car, which finished nearly 25 seconds ahead of Ricciardo.
"I always dreamed of having such a strong Silver Arrow and now it seems we are there," he said.