The Mercedes driver took a surprise pole ahead of Sebastian Vettel and Fernando Alonso, putting in two laps good enough for top spot.
But Mercedes is not expected to have the race pace of the other frontrunners based on Friday's running.
Rosberg admitted that taking pole position was "a little bit" of a surprise, and he is also expecting to have a tougher time on Sunday.
"We will not be as quick as we were in qualifying compared to everyone else," Rosberg said. "It will be much more difficult.
"It was not clear before [qualifying] who had the quickest car, especially over one lap.
"The team worked well last night to improve the car as we were struggling. It is a fantastic result, great for tomorrow, but tomorrow will be a tough day with rear tyre degradation."
Rosberg added that while Mercedes had made progress since struggling in free practice on Friday, he was unsure if it will translate into giving him a car capable of winning the race.
"Yesterday we were in a difficult situation, we were not where we wanted to be or where we were in the last couple of races," he said.
"To be the absolute quickest today is great and is down to having done really good work last night and this morning.
"For the race, the competition will be tough. It's difficult to say if we have enough pace to win but we'll try and I'm looking forward to starting first."
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