The German’s woes began at the start as heavy wheelspin dropped him from pole to fourth, behind Lewis Hamilton and the Red Bulls of Max Verstappen and Daniel Ricciardo.
Rosberg fought back however, and at mid-distance dived down the inside of Verstappen for second at the hairpin - only for the stewards to decide he had forced the Dutchman off track, and therefore deserved a penalty which dropped him back to fourth.
To make matter worse, Mercedes then waited longer than five seconds before servicing the German's car at his next pit stop because of a timing error.
On returning to the track Rosberg was unable to close on the Red Bulls ahead, and thus dropped 19 points behind team mate and title rival Hamilton in the drivers' standings.
“It was a really tough one today for sure,” Rosberg said. “One of those days where it all comes together and goes completely wrong.
“Without the penalty I was in front of the Red Bulls; with the penalty I couldn’t challenge them. [Finishing fourth] was down to the penalty.
“I was very surprised [by the penalty], I didn’t expect it at all. I thought the battle with Max was good, that’s about it.”
Verstappen, unsurprisingly, took a different view of the incident, saying: "He braked really late and at one point I thought he was going to run into me, so I opened up and he didn't turn in. I had to go straight and I had to go off track otherwise we would have crashed."
Rosberg said the tone of his race had been set at the start, which “went completely wrong - I got a lot of wheelspin, which I didn’t expect from the warm-up lap, and that caught me by surprise. None of it was good.”
Asked about the championship situation, and his now 19-point deficit to Hamilton, Rosberg added: “19 points is not tough. Tough is losing the race in the way I did today. That’s going to take some time to digest over the next few days.”