The Mercedes GP driver lines up ninth on the grid, one place behind team-mate Michael Schumacher, after electing to qualify on the medium compound rubber for Monza.
Although the 0.8-seconds per lap pace difference between the two tyre compounds available will have cost him the chance of a higher starting spot, the move should allow him in the race to run a much longer first stint than the cars ahead of him, and mean he will be on the quicker soft compound rubber at the end of the race when others are on the medium.
"We looked through it very carefully and this strategy, if everything is normal, is at least as strong as the other strategy," said Rosberg. "So there is no downside at the moment, but then there are possibilities of it being really good.
"If there are blistering issues, or if the safety car comes out, then those two things will immensely help it, so there is really only a big upside for no real downside from our point of view. It was worth giving it a go. Otherwise I would be where I normally am, which is behind the top three teams. Like this, I have a shot at doing something a bit better."
Mercedes GP team principal Ross Brawn says that his outfit has focused its weekend strategy exclusively on what was best for the race - which is why Schumacher also saved a set of soft tyres in qualifying.
"I think we have seen maybe when you look at your general position over the race weekend or a season, you have to look at how you best approach things," explained Brawn.
"This is a track where we believe overtaking, particularly with DRS, will be feasible. We have spent a lot of time on high fuel in practice and we decided to focus almost totally on the race
"We structured qualifying to suit the race, and Nico is perhaps the most extreme example of that starting the race on the medium tyre. He has two brand new sets of soft option in the race as well, so he is very well placed. It will be interesting to see how that develops.
"Michael had a similar approach in that we have kept one more set of options. He could have got another place on the grid but the last run was spoiled.
"So we have two different approaches for qualifying, but the focus was on what we need for the race. Qualifying here is important but not the most critical thing. The car seems pretty good on high fuel, and looking after tyres in the race will be vital."