Second keeps Rosberg in the driving seat for the championship, despite the gap now narrowing to just 12 points.
"Of course it didn't go my way with the win, Lewis just did a great job," said Rosberg. "But there were very difficult conditions out there, [so] I can live with second today."
Rosberg also said the the controversial calls to halt the race a number of times were correct.
"It was on the limit but in the end, yes, they got it right, they did a good job judging it, but it was quite a fine line out there," he said.
Even if Hamilton wins next time out in Abu Dhabi, Rosberg will win the championship if he finishes on the podium.
Bahrain International Circuit - Winter testing