Rosberg was fourth quickest on the third day of running, completing 108 laps.
"We didn't have a perfect morning and it was tough out there with the low temperatures," he said.
"They were causing a lot of tyre graining, which made it difficult to do much useful testing. It was a few degrees warmer after the break and that gave a completely different picture.
"In general, I'm pleased with what we've achieved this week - I did a lot of mileage and the team has done a good job over the winter. I feel more comfortable in the car and the balance is quite good, but we still need to work in a number of areas. That's why I'm looking forward to testing next week and to see what progress we can make."
Lewis Hamilton resumes driving duties on Friday.