"We need to make sure that we're bulletproof," Rosberg said after Daniel Ricciardo passed the hobbled Silver Arrow with two laps to go to win the Canadian Grand Prix on Sunday.
"Having lost the win, that's very, very disappointing, definitely, and also disappointing for us as a team. We have such speed and such a great car, to not win the race and even just finish with one car and come second is hugely disappointing for us, definitely.
Mercedes had won every race in the series heading into Montreal, with Rosberg posting two victories and four second-place finishes. Hamilton won the other four races, finishing second in Monaco last month; he had engine trouble and did not finish the season opener in Melbourne.
That's pretty much what it takes to knock the Mercedes off the top spots of the podium, and it happened again this week on the Circuit Gilles Villeneuve.
Both Rosberg and Hamilton had the same problem, at about the same time, the midpoint of the 70-lap race.
Rosberg said the problem put more pressure on the rear brakes, causing them to overheat.
"I think it surprised us, yes, because the pace Mercedes has had all year," Ricciardo said. "Obviously, I'm still going to take the victory, don't get me wrong. But they had their issues today, which allowed us to really make an attack.
"But it's nice that we capitalized on that. I think it would have been disappointing if they had their issues and they were able to still get the best of us."
Ricciardo moved into third with 79 after his first career Formula 1 victory, passing Ferrari's Fernando Alonso (69 points), and Ricciardo's Red Bull teammate Sebastian Vettel, the four-time defending world champion, finished third and is fifth in the standings with 60 points.
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